+62.2%
PANW vs FLEX
+23.4%
+38.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.3% | +11.7% | +0.6% |
| 7D | -11.8% | -17.0% | +5.2% | -10.3% |
| 30D | -14.4% | -33.8% | +19.4% | -11.2% |
| 3M | -5.0% | -39.0% | +34.0% | -1.0% |
| 6M | +88.6% | -15.9% | +104.5% | +95.7% |
| YTD | +88.9% | +27.8% | +61.1% | +91.4% |
| 1Y | +62.2% | +25.0% | +37.3% | +63.0% |
| All | +62.2% | +23.4% | +38.8% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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