+1,249.4%
PANW vs USFD
+329.0%
+920.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -10.3% | -3.0% | -7.3% | -9.7% |
| 30D | -8.1% | +3.5% | -11.6% | -8.9% |
| 3M | +19.3% | +26.6% | -7.2% | +12.7% |
| 6M | +110.2% | +11.7% | +98.5% | +103.4% |
| YTD | +80.9% | +38.1% | +42.8% | +65.1% |
| 1Y | +73.3% | +33.4% | +39.9% | +59.1% |
| 3Y | +174.6% | +155.8% | +18.8% | +114.8% |
| 5Y | +327.1% | +214.0% | +113.0% | +214.9% |
| 10Y | +1,277.3% | +320.4% | +956.9% | +820.0% |
| All | +1,249.4% | +329.0% | +920.4% | +791.2% |
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