+172.8%
PANW vs DASH
+105.9%
+66.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | -5.9% | -4.8% | -1.1% | -4.7% |
| 30D | -21.0% | -7.9% | -13.1% | -19.5% |
| 3M | -9.1% | -16.3% | +7.3% | -5.6% |
| 6M | +59.2% | +10.4% | +48.8% | +51.3% |
| YTD | +79.6% | -20.1% | +99.7% | +87.1% |
| 1Y | +55.9% | -11.4% | +67.3% | +57.0% |
| 3Y | +172.8% | +114.1% | +58.7% | +115.8% |
| All | +172.8% | +105.9% | +66.9% | +115.8% |
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 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