+161.2%
PANW vs FTNT
+140.8%
+20.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.3% |
| 7D | -0.8% | -0.1% | -0.6% | -0.7% |
| 30D | -14.6% | -3.0% | -11.6% | -12.7% |
| 3M | +18.3% | +7.6% | +10.7% | +14.9% |
| 6M | +100.5% | +87.0% | +13.5% | +47.9% |
| YTD | +79.5% | +96.5% | -17.0% | +29.3% |
| 1Y | +66.7% | +92.9% | -26.2% | +21.0% |
| 3Y | +161.2% | +139.8% | +21.4% | +90.4% |
| All | +161.2% | +140.8% | +20.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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