+3,539.1%
PANW vs D
+126.1%
+3,413.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.7% | -1.4% | +4.0% | +2.9% |
| 30D | -14.1% | +7.7% | -21.8% | -15.1% |
| 3M | -18.6% | -0.3% | -18.3% | -18.7% |
| 6M | +41.5% | +10.1% | +31.4% | +38.9% |
| YTD | +74.9% | +19.1% | +55.9% | +69.3% |
| 1Y | +57.4% | +15.9% | +41.5% | +52.9% |
| 3Y | +152.1% | +75.0% | +77.1% | +123.8% |
| 5Y | +275.3% | +13.4% | +261.9% | +263.6% |
| 10Y | +1,139.3% | +47.5% | +1,091.8% | +1,016.3% |
| All | +3,539.1% | +126.1% | +3,413.0% | +2,783.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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