+3,543.8%
PANW vs FIVE
+843.0%
+2,700.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.2% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | -18.7% | +15.8% | -34.6% | -21.3% |
| 3M | -16.6% | +3.8% | -20.4% | -17.6% |
| 6M | +49.7% | +18.5% | +31.1% | +43.1% |
| YTD | +75.2% | +31.2% | +44.0% | +62.6% |
| 1Y | +53.6% | +61.8% | -8.2% | +36.0% |
| 3Y | +154.6% | +39.9% | +114.7% | +119.5% |
| 5Y | +275.8% | +18.3% | +257.5% | +227.9% |
| 10Y | +1,140.9% | +510.0% | +631.0% | +648.6% |
| All | +3,543.8% | +843.0% | +2,700.8% | +2,280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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