+167.4%
PANW vs FLUT
-43.3%
+210.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +2.0% | -3.6% | +5.5% | +2.7% |
| 30D | -11.8% | -0.3% | -11.5% | -12.1% |
| 3M | +28.6% | -12.6% | +41.2% | +31.1% |
| 6M | +104.4% | -8.0% | +112.4% | +104.9% |
| YTD | +83.8% | -54.1% | +137.9% | +116.5% |
| 1Y | +71.5% | -66.1% | +137.6% | +117.2% |
| All | +167.4% | -43.3% | +210.7% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling