+170.9%
PANW vs DOCN
+408.0%
-237.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.6% | -11.5% | -1.2% |
| 7D | -6.9% | +16.3% | -23.2% | -9.6% |
| 30D | -7.4% | +2.0% | -9.4% | -8.0% |
| 3M | +26.5% | -25.2% | +51.7% | +31.6% |
| 6M | +104.2% | +132.7% | -28.5% | +65.8% |
| YTD | +82.9% | +163.3% | -80.3% | +43.1% |
| 1Y | +70.7% | +280.3% | -209.6% | +21.6% |
| 3Y | +170.9% | +371.8% | -200.9% | +88.1% |
| All | +170.9% | +408.0% | -237.0% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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