+3,684.3%
PANW vs DD
+229.5%
+3,454.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | +2.0% | -3.8% | +5.8% | +3.3% |
| 30D | -13.0% | -9.2% | -3.7% | -10.3% |
| 3M | +28.6% | -9.0% | +37.6% | +32.4% |
| 6M | +103.0% | -5.0% | +107.9% | +104.9% |
| YTD | +81.9% | +7.4% | +74.5% | +75.6% |
| 1Y | +69.6% | +35.1% | +34.5% | +50.9% |
| 3Y | +169.4% | +43.2% | +126.2% | +129.5% |
| 5Y | +331.0% | +59.6% | +271.4% | +247.5% |
| 10Y | +1,292.3% | +66.5% | +1,225.8% | +898.0% |
| All | +3,684.3% | +229.5% | +3,454.8% | +2,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling