+161.2%
PANW vs FOXA
+117.6%
+43.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -14.6% | +5.0% | -19.6% | -15.7% |
| 3M | +18.3% | -3.0% | +21.3% | +18.0% |
| 6M | +100.5% | +14.8% | +85.7% | +90.9% |
| YTD | +79.5% | -8.9% | +88.4% | +81.8% |
| 1Y | +66.7% | +13.3% | +53.4% | +57.9% |
| 3Y | +161.2% | +115.4% | +45.8% | +127.7% |
| All | +161.2% | +117.6% | +43.6% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling