+62.2%
PANW vs DFNS
-99.6%
+161.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -18.3% | +17.7% | -0.5% |
| 7D | -11.8% | -27.7% | +15.9% | -11.6% |
| 30D | -14.4% | -58.0% | +43.5% | -13.9% |
| 3M | -5.0% | -94.0% | +89.0% | -3.5% |
| 6M | +88.6% | -94.6% | +183.2% | +114.8% |
| YTD | +88.9% | -99.4% | +188.4% | +125.9% |
| 1Y | +62.2% | -99.6% | +161.9% | +96.2% |
| All | +62.2% | -99.6% | +161.9% | +96.2% |
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