+71.5%
PANW vs DASH
-22.0%
+93.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +2.0% | -9.4% | +11.4% | +4.0% |
| 30D | -11.8% | -5.2% | -6.6% | -11.3% |
| 3M | +28.6% | +33.1% | -4.5% | +18.1% |
| 6M | +104.4% | +18.3% | +86.1% | +91.4% |
| YTD | +83.8% | -11.2% | +95.0% | +85.4% |
| 1Y | +71.5% | -21.9% | +93.4% | +78.0% |
| All | +71.5% | -22.0% | +93.5% | +78.0% |
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