+3,444.2%
PANW vs FICO
+1,519.5%
+1,924.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -14.2% | -0.9% | -13.3% | -14.0% |
| 30D | -22.6% | +3.3% | -26.0% | -24.8% |
| 3M | -12.7% | -31.7% | +19.0% | -4.4% |
| 6M | +70.9% | -34.0% | +104.8% | +84.0% |
| YTD | +70.4% | -58.3% | +128.7% | +117.6% |
| 1Y | +48.5% | -57.9% | +106.4% | +88.5% |
| 3Y | +164.8% | -24.1% | +188.9% | +144.5% |
| 5Y | +281.4% | +85.3% | +196.0% | +126.0% |
| 10Y | +1,172.3% | +520.3% | +652.0% | +314.6% |
| All | +3,444.2% | +1,519.5% | +1,924.7% | +630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling