+73.3%
PANW vs DGX
+33.7%
+39.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | -10.3% | -2.3% | -8.0% | -10.4% |
| 30D | -8.1% | +0.6% | -8.7% | -8.0% |
| 3M | +19.3% | +21.4% | -2.1% | +20.3% |
| 6M | +110.2% | +14.7% | +95.5% | +110.9% |
| YTD | +80.9% | +38.4% | +42.5% | +83.9% |
| 1Y | +73.3% | +34.0% | +39.3% | +76.4% |
| All | +73.3% | +33.7% | +39.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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