+334.1%
PANW vs FIX
+2,166.5%
-1,832.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | -6.9% | +6.1% | -13.0% | -8.2% |
| 30D | -7.4% | -2.7% | -4.7% | -7.1% |
| 3M | +26.5% | -10.9% | +37.5% | +28.6% |
| 6M | +104.2% | +29.0% | +75.2% | +87.2% |
| YTD | +82.9% | +76.9% | +6.1% | +52.5% |
| 1Y | +70.7% | +130.7% | -60.0% | +30.4% |
| 3Y | +170.9% | +790.7% | -619.7% | +25.5% |
| 5Y | +334.1% | +2,185.6% | -1,851.4% | +48.6% |
| All | +334.1% | +2,166.5% | -1,832.3% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling