+703.1%
PANW vs DFNS
-99.9%
+802.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.6% |
| 7D | +2.0% | +4.6% | -2.6% | +2.0% |
| 30D | -13.0% | -73.9% | +60.9% | -13.1% |
| 3M | +28.6% | -71.7% | +100.3% | +29.2% |
| 6M | +103.0% | -94.6% | +197.5% | +103.4% |
| YTD | +81.9% | -98.1% | +180.0% | +82.0% |
| 1Y | +69.6% | -98.3% | +167.9% | +69.8% |
| 3Y | +169.4% | -99.9% | +269.3% | +168.6% |
| 5Y | +331.0% | -99.9% | +430.9% | +322.8% |
| All | +703.1% | -99.9% | +802.9% | +711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling