+3,634.0%
PANW vs DE
+1,067.8%
+2,566.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | -2.6% | +1.8% | -0.1% |
| 30D | -14.6% | +9.0% | -23.6% | -16.9% |
| 3M | +18.3% | +19.1% | -0.9% | +12.1% |
| 6M | +100.5% | +14.4% | +86.1% | +91.1% |
| YTD | +79.5% | +45.9% | +33.6% | +57.9% |
| 1Y | +66.7% | +43.6% | +23.1% | +47.0% |
| 3Y | +161.2% | +75.9% | +85.4% | +112.9% |
| 5Y | +322.2% | +98.8% | +223.4% | +221.3% |
| 10Y | +1,273.8% | +861.4% | +412.4% | +497.5% |
| All | +3,634.0% | +1,067.8% | +2,566.2% | +1,639.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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