+792.1%
PANW vs DT
+98.4%
+693.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | -13.0% | +0.1% | -13.0% | -12.9% |
| 3M | +28.6% | +24.1% | +4.5% | +17.4% |
| 6M | +103.0% | +30.1% | +72.9% | +80.9% |
| YTD | +81.9% | +16.8% | +65.2% | +69.1% |
| 1Y | +69.6% | -0.1% | +69.7% | +67.2% |
| 3Y | +169.4% | +6.8% | +162.6% | +156.4% |
| 5Y | +331.0% | -28.4% | +359.4% | +343.8% |
| All | +792.1% | +98.4% | +693.6% | +534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling