+692.4%
PANW vs DFNS
-99.9%
+792.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.3% |
| 7D | -0.8% | -6.3% | +5.6% | -0.8% |
| 30D | -14.6% | -74.0% | +59.4% | -14.7% |
| 3M | +18.3% | -70.1% | +88.4% | +18.8% |
| 6M | +100.5% | -93.9% | +194.4% | +100.9% |
| YTD | +79.5% | -98.1% | +177.6% | +79.6% |
| 1Y | +66.7% | -98.3% | +165.0% | +66.9% |
| 3Y | +161.2% | -99.9% | +261.1% | +160.3% |
| 5Y | +322.2% | -99.9% | +422.1% | +314.2% |
| All | +692.4% | -99.9% | +792.3% | +701.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling