+164.8%
PANW vs USFD
+149.2%
+15.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.4% |
| 7D | +2.0% | -7.0% | +9.0% | +3.3% |
| 30D | -13.0% | -10.3% | -2.7% | -11.3% |
| 3M | +28.6% | +9.2% | +19.4% | +26.1% |
| 6M | +103.0% | +7.4% | +95.6% | +99.1% |
| YTD | +81.9% | +29.4% | +52.5% | +64.5% |
| 1Y | +69.6% | +24.8% | +44.8% | +55.3% |
| All | +164.8% | +149.2% | +15.6% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling