+73.3%
PANW vs USFR
+4.0%
+69.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -10.3% | +0.1% | -10.4% | -10.2% |
| 30D | -8.1% | +0.3% | -8.4% | -8.0% |
| 3M | +19.3% | +1.0% | +18.3% | +20.0% |
| 6M | +110.2% | +1.9% | +108.2% | +117.2% |
| YTD | +80.9% | +2.6% | +78.3% | +88.0% |
| 1Y | +73.3% | +4.0% | +69.3% | +82.5% |
| All | +73.3% | +4.0% | +69.3% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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