+332.2%
PANW vs FICO
+99.8%
+232.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +5.7% |
| 7D | -10.3% | -19.2% | +8.9% | -4.6% |
| 30D | -8.1% | -14.6% | +6.5% | -4.1% |
| 3M | +19.3% | -20.1% | +39.4% | +24.4% |
| 6M | +110.2% | -36.3% | +146.5% | +134.6% |
| YTD | +80.9% | -44.9% | +125.8% | +112.7% |
| 1Y | +73.3% | -38.6% | +111.9% | +91.3% |
| 3Y | +174.6% | +4.0% | +170.6% | +130.1% |
| All | +332.2% | +99.8% | +232.4% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling