+164.8%
PANW vs DASH
+135.3%
+29.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +2.0% | -12.8% | +14.8% | +5.7% |
| 30D | -13.0% | -6.0% | -7.0% | -11.9% |
| 3M | +28.6% | +26.7% | +1.9% | +18.7% |
| 6M | +103.0% | +11.7% | +91.3% | +92.9% |
| YTD | +81.9% | -12.9% | +94.8% | +86.0% |
| 1Y | +69.6% | -23.1% | +92.7% | +78.3% |
| All | +164.8% | +135.3% | +29.5% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling