+316.7%
PANW vs VCLT
-17.2%
+333.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -0.8% | -1.4% | +0.6% | 0.0% |
| 30D | -14.6% | -1.2% | -13.4% | -14.0% |
| 3M | +18.3% | -4.8% | +23.1% | +21.7% |
| 6M | +100.5% | -2.6% | +103.1% | +103.8% |
| YTD | +79.5% | -3.3% | +82.8% | +83.2% |
| 1Y | +66.7% | -4.8% | +71.5% | +71.5% |
| 3Y | +161.2% | +11.5% | +149.7% | +144.6% |
| All | +316.7% | -17.2% | +333.9% | +337.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling