+298.1%
PANW vs FLNC
-70.4%
+368.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.6% |
| 7D | -0.8% | -4.1% | +3.3% | -0.4% |
| 30D | -14.6% | -24.8% | +10.2% | -11.8% |
| 3M | +18.3% | -59.1% | +77.4% | +29.8% |
| 6M | +100.5% | -42.0% | +142.4% | +106.2% |
| YTD | +79.5% | -49.8% | +129.3% | +84.9% |
| 1Y | +66.7% | +43.1% | +23.6% | +47.1% |
| 3Y | +161.2% | -61.0% | +222.2% | +144.0% |
| All | +298.1% | -70.4% | +368.4% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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