+172.8%
PANW vs FN
+112.9%
+59.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.9% | -6.4% | +3.9% |
| 7D | -5.9% | +16.3% | -22.2% | -7.9% |
| 30D | -21.0% | -24.7% | +3.8% | -18.6% |
| 3M | -9.1% | -34.9% | +25.9% | -5.2% |
| 6M | +59.2% | -41.1% | +100.3% | +66.1% |
| YTD | +79.6% | -19.6% | +99.3% | +73.6% |
| 1Y | +55.9% | -18.5% | +74.4% | +49.3% |
| 3Y | +172.8% | +119.1% | +53.7% | +112.1% |
| All | +172.8% | +112.9% | +59.9% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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