+3,636.8%
PANW vs FICO
+1,563.7%
+2,073.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +4.5% |
| 7D | -5.9% | -0.1% | -5.9% | -5.9% |
| 30D | -21.0% | +8.4% | -29.4% | -24.3% |
| 3M | -9.1% | -30.5% | +21.4% | -0.9% |
| 6M | +59.2% | -35.7% | +94.9% | +73.6% |
| YTD | +79.6% | -57.2% | +136.8% | +127.4% |
| 1Y | +55.9% | -58.4% | +114.3% | +99.4% |
| 3Y | +172.8% | -24.8% | +197.6% | +153.7% |
| 5Y | +287.5% | +79.3% | +208.3% | +133.8% |
| 10Y | +1,148.5% | +531.6% | +616.8% | +304.7% |
| All | +3,636.8% | +1,563.7% | +2,073.1% | +663.0% |
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