+73.3%
PANW vs DFNS
-98.3%
+171.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -10.3% | -16.0% | +5.7% | -10.2% |
| 30D | -8.1% | -77.7% | +69.6% | -7.4% |
| 3M | +19.3% | -77.2% | +96.5% | +30.2% |
| 6M | +110.2% | -95.2% | +205.4% | +141.2% |
| YTD | +80.9% | -98.0% | +178.9% | +111.3% |
| 1Y | +73.3% | -98.3% | +171.5% | +92.0% |
| All | +73.3% | -98.3% | +171.6% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling