+161.2%
PANW vs DKS
+29.1%
+132.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | -0.8% | -3.0% | +2.2% | -0.3% |
| 30D | -14.6% | -33.4% | +18.8% | -8.7% |
| 3M | +18.3% | -39.4% | +57.7% | +28.5% |
| 6M | +100.5% | -30.1% | +130.6% | +110.1% |
| YTD | +79.5% | -31.0% | +110.5% | +88.0% |
| 1Y | +66.7% | -40.2% | +106.9% | +79.9% |
| 3Y | +161.2% | +30.9% | +130.3% | +131.9% |
| All | +161.2% | +29.1% | +132.1% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling