+1,248.2%
PANW vs FITB
+290.8%
+957.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -14.6% | -5.7% | -8.9% | -13.3% |
| 3M | +18.3% | +3.2% | +15.1% | +17.3% |
| 6M | +100.5% | +23.4% | +77.1% | +89.3% |
| YTD | +79.5% | +18.8% | +60.7% | +70.5% |
| 1Y | +66.7% | +25.0% | +41.7% | +55.9% |
| 3Y | +161.2% | +131.2% | +30.0% | +106.4% |
| 5Y | +322.2% | +70.7% | +251.5% | +254.6% |
| All | +1,248.2% | +290.8% | +957.4% | +698.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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