+780.2%
PANW vs DT
+100.3%
+679.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | -14.6% | +3.0% | -17.6% | -15.5% |
| 3M | +18.3% | +26.5% | -8.2% | +7.2% |
| 6M | +100.5% | +35.9% | +64.5% | +75.6% |
| YTD | +79.5% | +17.8% | +61.7% | +66.2% |
| 1Y | +66.7% | +4.1% | +62.7% | +61.9% |
| 3Y | +161.2% | +5.3% | +155.9% | +149.8% |
| 5Y | +322.2% | -27.2% | +349.4% | +332.1% |
| All | +780.2% | +100.3% | +679.9% | +523.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling