+1,248.2%
PANW vs DKS
+206.3%
+1,041.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.7% |
| 7D | -0.8% | -2.0% | +1.3% | -0.5% |
| 30D | -14.6% | -32.7% | +18.2% | -9.6% |
| 3M | +18.3% | -38.8% | +57.1% | +27.0% |
| 6M | +100.5% | -29.4% | +129.9% | +109.2% |
| YTD | +79.5% | -30.3% | +109.8% | +87.3% |
| 1Y | +66.7% | -39.6% | +106.3% | +77.9% |
| 3Y | +161.2% | +32.2% | +129.1% | +140.0% |
| 5Y | +322.2% | +15.1% | +307.1% | +281.7% |
| All | +1,248.2% | +206.3% | +1,041.9% | +874.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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