+1,248.2%
PANW vs DD
+66.6%
+1,181.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.2% |
| 7D | -0.8% | -3.5% | +2.7% | +0.3% |
| 30D | -14.6% | -11.7% | -2.9% | -11.2% |
| 3M | +18.3% | -9.2% | +27.5% | +21.8% |
| 6M | +100.5% | -7.2% | +107.7% | +103.9% |
| YTD | +79.5% | +6.6% | +72.9% | +73.6% |
| 1Y | +66.7% | +32.0% | +34.7% | +49.5% |
| 3Y | +161.2% | +42.1% | +119.1% | +123.0% |
| 5Y | +322.2% | +58.1% | +264.1% | +241.0% |
| All | +1,248.2% | +66.6% | +1,181.6% | +880.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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