+3,539.1%
PANW vs FIVE
+841.2%
+2,697.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.1% |
| 30D | -14.1% | +12.7% | -26.7% | -16.2% |
| 3M | -18.6% | +2.1% | -20.7% | -19.2% |
| 6M | +41.5% | +17.5% | +24.0% | +35.5% |
| YTD | +74.9% | +31.0% | +44.0% | +62.4% |
| 1Y | +57.4% | +67.7% | -10.4% | +38.2% |
| 3Y | +152.1% | +43.4% | +108.7% | +116.1% |
| 5Y | +275.3% | +18.1% | +257.2% | +227.7% |
| 10Y | +1,139.3% | +508.8% | +630.5% | +647.9% |
| All | +3,539.1% | +841.2% | +2,697.9% | +2,278.8% |
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