+1,248.2%
PANW vs FLUT
-9.3%
+1,257.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -14.6% | +2.5% | -17.1% | -15.0% |
| 3M | +18.3% | -9.2% | +27.5% | +19.0% |
| 6M | +100.5% | -8.2% | +108.7% | +101.0% |
| YTD | +79.5% | -53.2% | +132.7% | +95.1% |
| 1Y | +66.7% | -65.6% | +132.3% | +87.7% |
| 3Y | +161.2% | -43.6% | +204.8% | +176.8% |
| 5Y | +322.2% | -50.3% | +372.5% | +331.8% |
| All | +1,248.2% | -9.3% | +1,257.5% | +1,329.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling