+73.3%
PANW vs FLUT
-65.9%
+139.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -10.3% | -1.6% | -8.7% | -10.1% |
| 30D | -8.1% | +7.7% | -15.9% | -9.1% |
| 3M | +19.3% | -0.7% | +20.1% | +18.3% |
| 6M | +110.2% | -11.2% | +121.3% | +111.1% |
| YTD | +80.9% | -53.4% | +134.4% | +96.3% |
| 1Y | +73.3% | -65.8% | +139.0% | +92.5% |
| All | +73.3% | -65.9% | +139.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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