+73.3%
PANW vs FIX
+128.3%
-55.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -10.3% | +6.0% | -16.3% | -10.8% |
| 30D | -8.1% | -7.2% | -0.9% | -7.6% |
| 3M | +19.3% | -15.9% | +35.2% | +19.7% |
| 6M | +110.2% | +12.7% | +97.4% | +106.1% |
| YTD | +80.9% | +72.8% | +8.1% | +66.7% |
| 1Y | +73.3% | +122.9% | -49.6% | +53.3% |
| All | +73.3% | +128.3% | -55.0% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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