+1,248.2%
PANW vs FLR
+19.7%
+1,228.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | -14.6% | +4.2% | -18.7% | -15.0% |
| 3M | +18.3% | +8.1% | +10.2% | +16.7% |
| 6M | +100.5% | +21.5% | +79.0% | +93.7% |
| YTD | +79.5% | +36.8% | +42.7% | +70.3% |
| 1Y | +66.7% | +31.2% | +35.5% | +58.7% |
| 3Y | +161.2% | +53.9% | +107.3% | +139.0% |
| 5Y | +322.2% | +243.0% | +79.2% | +246.8% |
| All | +1,248.2% | +19.7% | +1,228.5% | +1,005.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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