+62.2%
PANW vs DLR
+11.0%
+51.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | -11.8% | +2.8% | -14.6% | -11.7% |
| 30D | -14.4% | +2.8% | -17.2% | -14.4% |
| 3M | -5.0% | -4.0% | -1.0% | -5.2% |
| 6M | +88.6% | -5.6% | +94.2% | +90.3% |
| YTD | +88.9% | +21.9% | +67.0% | +70.6% |
| 1Y | +62.2% | +13.0% | +49.2% | +55.0% |
| All | +62.2% | +11.0% | +51.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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