+66.7%
PANW vs VFC
-10.6%
+77.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | -14.6% | -9.0% | -5.6% | -14.3% |
| 3M | +18.3% | -24.2% | +42.5% | +19.0% |
| 6M | +100.5% | -18.5% | +119.0% | +101.0% |
| YTD | +79.5% | -25.9% | +105.4% | +81.3% |
| 1Y | +66.7% | -13.0% | +79.7% | +65.7% |
| All | +66.7% | -10.6% | +77.3% | +65.7% |
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