+316.7%
PANW vs DLTR
+30.4%
+286.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -0.8% | -10.1% | +9.3% | +0.1% |
| 30D | -14.6% | -8.1% | -6.4% | -14.0% |
| 3M | +18.3% | +2.9% | +15.4% | +17.4% |
| 6M | +100.5% | +4.3% | +96.1% | +98.0% |
| YTD | +79.5% | -3.9% | +83.4% | +78.5% |
| 1Y | +66.7% | +18.9% | +47.8% | +61.1% |
| 3Y | +161.2% | +1.9% | +159.3% | +155.8% |
| All | +316.7% | +30.4% | +286.3% | +333.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling