+3,663.5%
PANW vs FICO
+2,042.9%
+1,620.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +6.8% |
| 7D | -10.3% | -19.2% | +8.9% | -3.4% |
| 30D | -8.1% | -14.6% | +6.5% | -3.3% |
| 3M | +19.3% | -20.1% | +39.4% | +25.7% |
| 6M | +110.2% | -36.3% | +146.5% | +138.5% |
| YTD | +80.9% | -44.9% | +125.8% | +117.2% |
| 1Y | +73.3% | -38.6% | +111.9% | +94.6% |
| 3Y | +174.6% | +4.0% | +170.6% | +133.7% |
| 5Y | +327.1% | +99.5% | +227.5% | +160.5% |
| 10Y | +1,277.3% | +604.7% | +672.6% | +349.9% |
| All | +3,663.5% | +2,042.9% | +1,620.6% | +628.9% |
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