+1,137.4%
PANW vs FIX
+3,615.9%
-2,478.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.9% |
| 7D | +2.5% | +17.0% | -14.5% | -0.9% |
| 30D | -18.7% | -30.6% | +11.9% | -12.8% |
| 3M | -16.6% | -35.0% | +18.4% | -9.8% |
| 6M | +49.7% | -44.0% | +93.6% | +65.8% |
| YTD | +75.2% | +21.1% | +54.0% | +59.3% |
| 1Y | +53.6% | +16.3% | +37.4% | +40.7% |
| 3Y | +154.6% | +507.4% | -352.8% | +46.2% |
| 5Y | +275.8% | +1,052.1% | -776.3% | +81.1% |
| All | +1,137.4% | +3,615.9% | -2,478.5% | +335.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling