+1,248.2%
PANW vs VFC
-69.1%
+1,317.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | -14.6% | -9.0% | -5.6% | -13.2% |
| 3M | +18.3% | -24.2% | +42.5% | +23.3% |
| 6M | +100.5% | -18.5% | +119.0% | +105.1% |
| YTD | +79.5% | -25.9% | +105.4% | +86.1% |
| 1Y | +66.7% | -13.0% | +79.7% | +66.3% |
| 3Y | +161.2% | -20.3% | +181.6% | +142.0% |
| 5Y | +322.2% | -78.1% | +400.3% | +447.2% |
| All | +1,248.2% | -69.1% | +1,317.3% | +1,569.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling