+565.4%
PANW vs DASH
+8.4%
+557.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +2.0% | -12.8% | +14.8% | +5.5% |
| 30D | -13.0% | -6.0% | -7.0% | -11.9% |
| 3M | +28.6% | +26.7% | +1.9% | +19.9% |
| 6M | +103.0% | +11.7% | +91.3% | +94.5% |
| YTD | +81.9% | -12.9% | +94.8% | +85.3% |
| 1Y | +69.6% | -23.1% | +92.7% | +77.0% |
| 3Y | +169.4% | +140.0% | +29.4% | +106.3% |
| 5Y | +331.0% | -5.1% | +336.0% | +253.4% |
| All | +565.4% | +8.4% | +557.1% | +427.4% |
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