+73.3%
PANW vs FISV
-61.2%
+134.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -10.3% | -0.3% | -10.0% | -10.3% |
| 30D | -8.1% | -2.1% | -6.1% | -7.9% |
| 3M | +19.3% | -5.7% | +25.1% | +20.1% |
| 6M | +110.2% | -15.3% | +125.5% | +113.5% |
| YTD | +80.9% | -21.1% | +102.0% | +84.4% |
| 1Y | +73.3% | -61.1% | +134.3% | +79.0% |
| All | +73.3% | -61.2% | +134.5% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling