+991.5%
PANW vs DBX
+22.6%
+968.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.9% |
| 7D | -0.8% | +2.1% | -2.9% | -1.7% |
| 30D | -14.6% | +5.7% | -20.3% | -16.5% |
| 3M | +18.3% | +31.8% | -13.5% | +5.5% |
| 6M | +100.5% | +37.5% | +63.0% | +74.9% |
| YTD | +79.5% | +27.9% | +51.6% | +61.1% |
| 1Y | +66.7% | +15.0% | +51.7% | +55.2% |
| 3Y | +161.2% | +27.2% | +134.1% | +129.0% |
| 5Y | +322.2% | +12.8% | +309.4% | +273.9% |
| All | +991.5% | +22.6% | +968.9% | +734.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling