+1,254.3%
PANW vs USFD
+352.6%
+901.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -17.2% | +12.3% | -29.5% | -19.5% |
| 3M | -12.9% | -0.7% | -12.2% | -13.0% |
| 6M | +56.5% | +31.3% | +25.3% | +46.1% |
| YTD | +81.6% | +45.7% | +35.9% | +63.2% |
| 1Y | +53.2% | +52.1% | +1.1% | +36.1% |
| 3Y | +163.9% | +158.2% | +5.6% | +105.8% |
| 5Y | +295.1% | +213.8% | +81.4% | +191.0% |
| 10Y | +1,186.3% | +367.0% | +819.3% | +739.3% |
| All | +1,254.3% | +352.6% | +901.7% | +781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling