+66.7%
PANW vs USFR
+4.1%
+62.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.6% | +0.4% | -14.9% | -14.5% |
| 3M | +18.3% | +1.0% | +17.2% | +18.5% |
| 6M | +100.5% | +2.0% | +98.5% | +104.6% |
| YTD | +79.5% | +2.8% | +76.8% | +83.2% |
| 1Y | +66.7% | +4.1% | +62.6% | +67.7% |
| All | +66.7% | +4.1% | +62.6% | +67.7% |
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