+62.2%
PANW vs VFC
+52.5%
+9.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -0.5% |
| 7D | -11.8% | +21.5% | -33.2% | -11.4% |
| 30D | -14.4% | +46.7% | -61.1% | -14.2% |
| 3M | -5.0% | +38.4% | -43.4% | -4.5% |
| 6M | +88.6% | +15.2% | +73.4% | +89.2% |
| YTD | +88.9% | +17.8% | +71.1% | +91.0% |
| 1Y | +62.2% | +55.6% | +6.7% | +62.7% |
| All | +62.2% | +52.5% | +9.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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