+161.2%
PANW vs DT
+7.2%
+154.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -0.8% | -1.6% | +0.8% | 0.0% |
| 30D | -14.6% | +3.0% | -17.6% | -15.7% |
| 3M | +18.3% | +26.5% | -8.2% | +3.8% |
| 6M | +100.5% | +35.9% | +64.5% | +67.7% |
| YTD | +79.5% | +17.8% | +61.7% | +61.4% |
| 1Y | +66.7% | +4.1% | +62.7% | +59.6% |
| 3Y | +161.2% | +5.3% | +155.9% | +145.5% |
| All | +161.2% | +7.2% | +154.0% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling