+161.2%
PANW vs DBX
+27.0%
+134.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.0% |
| 7D | -0.8% | +2.1% | -2.9% | -1.9% |
| 30D | -14.6% | +5.7% | -20.3% | -16.9% |
| 3M | +18.3% | +31.8% | -13.5% | +2.9% |
| 6M | +100.5% | +37.5% | +63.0% | +69.1% |
| YTD | +79.5% | +27.9% | +51.6% | +56.6% |
| 1Y | +66.7% | +15.0% | +51.7% | +52.1% |
| 3Y | +161.2% | +27.2% | +134.1% | +95.6% |
| All | +161.2% | +27.0% | +134.2% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling