+161.2%
PANW vs FLR
+54.2%
+107.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -0.8% | -3.5% | +2.7% | -0.2% |
| 30D | -14.6% | +4.2% | -18.7% | -15.2% |
| 3M | +18.3% | +8.1% | +10.2% | +16.1% |
| 6M | +100.5% | +21.5% | +79.0% | +90.3% |
| YTD | +79.5% | +36.8% | +42.7% | +64.9% |
| 1Y | +66.7% | +31.2% | +35.5% | +53.9% |
| 3Y | +161.2% | +53.9% | +107.3% | +110.5% |
| All | +161.2% | +54.2% | +107.0% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling