+540.7%
PANW vs DASH
-5.2%
+545.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.7% |
| 7D | +2.5% | -4.1% | +6.6% | +3.6% |
| 30D | -18.7% | -10.6% | -8.1% | -16.7% |
| 3M | -16.6% | -18.8% | +2.2% | -13.0% |
| 6M | +49.7% | +11.2% | +38.5% | +43.1% |
| YTD | +75.2% | -23.8% | +99.0% | +83.3% |
| 1Y | +53.6% | -12.2% | +65.8% | +54.8% |
| 3Y | +154.6% | +97.3% | +57.3% | +104.4% |
| 5Y | +275.8% | -29.8% | +305.6% | +223.9% |
| All | +540.7% | -5.2% | +545.9% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling