+1,248.2%
PANW vs FIS
-39.8%
+1,288.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -7.9% | +7.1% | +2.1% |
| 30D | -14.6% | -8.0% | -6.6% | -12.2% |
| 3M | +18.3% | +0.6% | +17.7% | +16.6% |
| 6M | +100.5% | -22.2% | +122.7% | +117.5% |
| YTD | +79.5% | -40.8% | +120.3% | +115.8% |
| 1Y | +66.7% | -41.5% | +108.2% | +100.9% |
| 3Y | +161.2% | -25.5% | +186.7% | +178.7% |
| 5Y | +322.2% | -64.8% | +387.0% | +498.7% |
| All | +1,248.2% | -39.8% | +1,288.0% | +1,425.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling