+117.7%
PANW vs FPS
+24.3%
+93.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | +0.7% |
| 7D | -6.9% | +10.4% | -17.3% | -8.2% |
| 30D | -7.4% | -16.5% | +9.1% | -5.4% |
| 3M | +26.5% | -45.5% | +72.1% | +33.7% |
| 6M | +104.2% | +2.1% | +102.1% | +106.2% |
| All | +117.7% | +24.3% | +93.5% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling