+3,684.3%
PANW vs FXI
+43.9%
+3,640.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | +2.0% | -2.8% | +4.8% | +2.9% |
| 30D | -13.0% | -5.3% | -7.7% | -11.5% |
| 3M | +28.6% | +0.3% | +28.3% | +28.1% |
| 6M | +103.0% | -4.6% | +107.5% | +105.2% |
| YTD | +81.9% | -9.1% | +91.0% | +86.4% |
| 1Y | +69.6% | -12.0% | +81.6% | +75.6% |
| 3Y | +169.4% | +38.6% | +130.8% | +129.8% |
| 5Y | +331.0% | -6.6% | +337.6% | +320.6% |
| 10Y | +1,292.3% | +15.0% | +1,277.3% | +1,111.2% |
| All | +3,684.3% | +43.9% | +3,640.4% | +3,054.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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