+3,543.8%
PANW vs FIX
+12,177.3%
-8,633.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.9% |
| 7D | +2.5% | +17.0% | -14.5% | -1.0% |
| 30D | -18.7% | -30.6% | +11.9% | -12.5% |
| 3M | -16.6% | -35.0% | +18.4% | -9.4% |
| 6M | +49.7% | -44.0% | +93.6% | +66.5% |
| YTD | +75.2% | +21.1% | +54.0% | +59.2% |
| 1Y | +53.6% | +16.3% | +37.4% | +40.6% |
| 3Y | +154.6% | +507.4% | -352.8% | +45.4% |
| 5Y | +275.8% | +1,052.1% | -776.3% | +79.7% |
| 10Y | +1,140.9% | +3,650.8% | -2,509.9% | +312.2% |
| All | +3,543.8% | +12,177.3% | -8,633.5% | +835.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling