+3,634.0%
PANW vs DGX
+412.0%
+3,222.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.8% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -14.6% | -1.2% | -13.4% | -14.4% |
| 3M | +18.3% | +15.8% | +2.5% | +12.4% |
| 6M | +100.5% | +18.2% | +82.3% | +89.0% |
| YTD | +79.5% | +37.2% | +42.3% | +60.4% |
| 1Y | +66.7% | +30.4% | +36.4% | +51.0% |
| 3Y | +161.2% | +96.7% | +64.5% | +100.7% |
| 5Y | +322.2% | +67.2% | +255.0% | +240.1% |
| 10Y | +1,273.8% | +253.9% | +1,019.9% | +659.3% |
| All | +3,634.0% | +412.0% | +3,222.1% | +1,531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling