+62.2%
PANW vs DBX
+22.5%
+39.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -2.1% |
| 7D | -11.8% | -1.1% | -10.7% | -11.3% |
| 30D | -14.4% | +5.0% | -19.5% | -16.4% |
| 3M | -5.0% | +4.6% | -9.6% | -7.0% |
| 6M | +88.6% | +43.9% | +44.6% | +55.8% |
| YTD | +88.9% | +29.9% | +59.1% | +58.6% |
| 1Y | +62.2% | +24.6% | +37.6% | +36.8% |
| All | +62.2% | +22.5% | +39.7% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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