+1,248.2%
PANW vs FLEX
+1,128.1%
+120.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -4.1% |
| 7D | -0.8% | +5.7% | -6.5% | -2.4% |
| 30D | -14.6% | -7.0% | -7.5% | -13.2% |
| 3M | +18.3% | -23.8% | +42.1% | +25.2% |
| 6M | +100.5% | +82.6% | +17.8% | +62.4% |
| YTD | +79.5% | +91.6% | -12.1% | +41.8% |
| 1Y | +66.7% | +100.6% | -33.8% | +28.9% |
| 3Y | +161.2% | +479.8% | -318.5% | +41.9% |
| 5Y | +322.2% | +746.5% | -424.3% | +101.0% |
| All | +1,248.2% | +1,128.1% | +120.1% | +436.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling