+1,248.2%
PANW vs DTE
+137.8%
+1,110.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -0.8% | -2.6% | +1.8% | -0.2% |
| 30D | -14.6% | -4.4% | -10.2% | -13.7% |
| 3M | +18.3% | -8.3% | +26.6% | +20.4% |
| 6M | +100.5% | -8.1% | +108.6% | +103.3% |
| YTD | +79.5% | +4.4% | +75.1% | +76.1% |
| 1Y | +66.7% | +0.2% | +66.5% | +65.1% |
| 3Y | +161.2% | +42.6% | +118.6% | +132.2% |
| 5Y | +322.2% | +31.5% | +290.7% | +280.4% |
| All | +1,248.2% | +137.8% | +1,110.4% | +1,004.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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