+73.3%
PANW vs USFD
+34.2%
+39.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | -10.3% | -3.0% | -7.3% | -10.8% |
| 30D | -8.1% | +3.5% | -11.6% | -7.4% |
| 3M | +19.3% | +26.6% | -7.2% | +26.6% |
| 6M | +110.2% | +11.7% | +98.5% | +118.5% |
| YTD | +80.9% | +38.1% | +42.8% | +88.7% |
| 1Y | +73.3% | +33.4% | +39.9% | +80.4% |
| All | +73.3% | +34.2% | +39.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling