+725.9%
PANW vs FOXA
+92.4%
+633.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -14.6% | +5.0% | -19.6% | -15.9% |
| 3M | +18.3% | -3.0% | +21.3% | +17.9% |
| 6M | +100.5% | +14.8% | +85.7% | +91.0% |
| YTD | +79.5% | -8.9% | +88.4% | +81.1% |
| 1Y | +66.7% | +13.3% | +53.4% | +58.5% |
| 3Y | +161.2% | +115.4% | +45.8% | +110.4% |
| 5Y | +322.2% | +95.3% | +226.9% | +245.2% |
| All | +725.9% | +92.4% | +633.5% | +532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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