+62.2%
PANW vs DLTR
+45.2%
+17.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.6% | -10.3% | +0.2% |
| 7D | -11.8% | +15.6% | -27.4% | -10.7% |
| 30D | -14.4% | +29.9% | -44.3% | -12.9% |
| 3M | -5.0% | +12.5% | -17.5% | -3.9% |
| 6M | +88.6% | +56.3% | +32.3% | +88.7% |
| YTD | +88.9% | +19.5% | +69.4% | +86.2% |
| 1Y | +62.2% | +44.0% | +18.2% | +48.9% |
| All | +62.2% | +45.2% | +17.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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