+316.7%
PANW vs USFR
+20.6%
+296.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -14.6% | +0.4% | -14.9% | -14.8% |
| 3M | +18.3% | +1.0% | +17.2% | +17.2% |
| 6M | +100.5% | +2.0% | +98.5% | +97.3% |
| YTD | +79.5% | +2.8% | +76.8% | +75.5% |
| 1Y | +66.7% | +4.1% | +62.6% | +61.0% |
| 3Y | +161.2% | +14.1% | +147.1% | +149.1% |
| All | +316.7% | +20.6% | +296.1% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling