+1,248.2%
PANW vs DG
+101.8%
+1,146.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -0.8% | -6.5% | +5.7% | +0.1% |
| 30D | -14.6% | +4.2% | -18.7% | -15.0% |
| 3M | +18.3% | +9.5% | +8.8% | +16.5% |
| 6M | +100.5% | -13.1% | +113.6% | +103.3% |
| YTD | +79.5% | -4.8% | +84.3% | +79.6% |
| 1Y | +66.7% | +20.6% | +46.1% | +60.9% |
| 3Y | +161.2% | +4.9% | +156.3% | +150.4% |
| 5Y | +322.2% | -37.9% | +360.1% | +354.7% |
| All | +1,248.2% | +101.8% | +1,146.5% | +977.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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