+1,248.2%
PANW vs VCLT
+17.1%
+1,231.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | -14.6% | -1.2% | -13.4% | -14.1% |
| 3M | +18.3% | -4.8% | +23.1% | +21.4% |
| 6M | +100.5% | -2.6% | +103.1% | +103.5% |
| YTD | +79.5% | -3.3% | +82.8% | +82.9% |
| 1Y | +66.7% | -4.8% | +71.5% | +71.1% |
| 3Y | +161.2% | +11.5% | +149.7% | +146.4% |
| 5Y | +322.2% | -17.0% | +339.2% | +353.5% |
| All | +1,248.2% | +17.1% | +1,231.1% | +1,284.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling