+50.7%
PANW vs DASH
-14.1%
+64.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -6.8% | -2.8% | -4.0% | -6.0% |
| 30D | -22.1% | -9.3% | -12.8% | -20.4% |
| 3M | -15.2% | -15.1% | -0.2% | -12.8% |
| 6M | +57.0% | +8.7% | +48.3% | +49.5% |
| YTD | +77.2% | -21.3% | +98.5% | +90.3% |
| 1Y | +50.7% | -12.7% | +63.4% | +53.9% |
| All | +50.7% | -14.1% | +64.8% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling