+66.7%
PANW vs FIGR
-3.1%
+69.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | -0.8% | -3.0% | +2.2% | -0.5% |
| 30D | -14.6% | +13.7% | -28.2% | -16.0% |
| 3M | +18.3% | +23.9% | -5.6% | +14.8% |
| 6M | +100.5% | -8.4% | +108.9% | +99.3% |
| YTD | +79.5% | -14.6% | +94.1% | +76.6% |
| 1Y | +66.7% | +12.1% | +54.6% | +57.0% |
| All | +66.7% | -3.1% | +69.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling