+118.7%
PANW vs FPS
+12.3%
+106.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +1.8% |
| 7D | +2.0% | -4.6% | +6.5% | +2.5% |
| 30D | -11.8% | -22.6% | +10.8% | -9.0% |
| 3M | +28.6% | -45.1% | +73.7% | +36.0% |
| 6M | +104.4% | -17.8% | +122.3% | +111.1% |
| All | +118.7% | +12.3% | +106.4% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 5y: compounded portfolio wealth divided by compounded FPS 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…
5y analysis · Full analysis span regression · 6 months rolling