+331.0%
PANW vs USFD
+197.4%
+133.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +1.1% |
| 7D | +2.0% | -7.0% | +9.0% | +4.2% |
| 30D | -13.0% | -10.3% | -2.7% | -10.1% |
| 3M | +28.6% | +9.2% | +19.4% | +24.6% |
| 6M | +103.0% | +7.4% | +95.6% | +96.1% |
| YTD | +81.9% | +29.4% | +52.5% | +61.5% |
| 1Y | +69.6% | +24.8% | +44.8% | +52.2% |
| 3Y | +169.4% | +150.0% | +19.4% | +82.0% |
| 5Y | +331.0% | +195.5% | +135.5% | +166.3% |
| All | +331.0% | +197.4% | +133.6% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling