+3,663.5%
PANW vs FIVE
+862.2%
+2,801.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.7% |
| 7D | -10.3% | +4.3% | -14.6% | -11.1% |
| 30D | -8.1% | +12.5% | -20.6% | -10.7% |
| 3M | +19.3% | +31.2% | -11.9% | +12.0% |
| 6M | +110.2% | +14.4% | +95.8% | +101.7% |
| YTD | +80.9% | +33.9% | +47.0% | +67.4% |
| 1Y | +73.3% | +65.1% | +8.2% | +52.5% |
| 3Y | +174.6% | +49.0% | +125.6% | +133.4% |
| 5Y | +327.1% | +30.3% | +296.8% | +265.0% |
| 10Y | +1,277.3% | +481.1% | +796.2% | +737.6% |
| All | +3,663.5% | +862.2% | +2,801.3% | +2,352.0% |
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