+3,240.4%
PANW vs USFR
+27.6%
+3,212.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | -13.0% | +0.3% | -13.2% | -13.2% |
| 3M | +28.6% | +1.0% | +27.6% | +27.5% |
| 6M | +103.0% | +1.9% | +101.0% | +99.4% |
| YTD | +81.9% | +2.7% | +79.3% | +77.6% |
| 1Y | +69.6% | +4.0% | +65.6% | +63.7% |
| 3Y | +169.4% | +14.0% | +155.4% | +139.3% |
| 5Y | +331.0% | +20.4% | +310.6% | +264.2% |
| 10Y | +1,292.3% | +28.0% | +1,264.3% | +1,019.5% |
| All | +3,240.4% | +27.6% | +3,212.8% | +2,580.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling