+62.2%
PANW vs VCLT
-3.2%
+65.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.3% |
| 7D | -11.8% | +0.4% | -12.2% | -12.0% |
| 30D | -14.4% | +3.9% | -18.4% | -16.7% |
| 3M | -5.0% | -1.9% | -3.0% | -2.8% |
| 6M | +88.6% | -2.6% | +91.2% | +94.6% |
| YTD | +88.9% | -3.1% | +92.1% | +93.5% |
| 1Y | +62.2% | -3.6% | +65.8% | +66.2% |
| All | +62.2% | -3.2% | +65.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling