+171.6%
PANW vs FIX
+765.6%
-594.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -10.3% | +6.0% | -16.3% | -11.4% |
| 30D | -8.1% | -7.2% | -0.9% | -6.9% |
| 3M | +19.3% | -15.9% | +35.2% | +22.3% |
| 6M | +110.2% | +12.7% | +97.4% | +100.1% |
| YTD | +80.9% | +72.8% | +8.1% | +54.0% |
| 1Y | +73.3% | +122.9% | -49.6% | +36.4% |
| All | +171.6% | +765.6% | -594.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling