+161.2%
PANW vs VCLT
+11.4%
+149.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.9% |
| 3M | +18.3% | -4.8% | +23.1% | +22.1% |
| 6M | +100.5% | -2.6% | +103.1% | +104.2% |
| YTD | +79.5% | -3.3% | +82.8% | +83.5% |
| 1Y | +66.7% | -4.8% | +71.5% | +71.9% |
| 3Y | +161.2% | +11.5% | +149.7% | +143.0% |
| All | +161.2% | +11.4% | +149.9% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling