+1,292.3%
PANW vs VCIT
+29.2%
+1,263.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.2% |
| 30D | -13.0% | -0.5% | -12.4% | -12.5% |
| 3M | +28.6% | -0.9% | +29.6% | +29.9% |
| 6M | +103.0% | -1.9% | +104.9% | +106.9% |
| YTD | +81.9% | -1.0% | +82.9% | +83.8% |
| 1Y | +69.6% | +0.2% | +69.4% | +69.5% |
| 3Y | +169.4% | +19.0% | +150.4% | +132.0% |
| 5Y | +331.0% | +3.1% | +327.9% | +312.0% |
| 10Y | +1,292.3% | +29.8% | +1,262.5% | +1,230.9% |
| All | +1,292.3% | +29.2% | +1,263.1% | +1,230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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