+167.4%
PANW vs VFC
-28.4%
+195.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +2.0% | -3.3% | +5.3% | +2.2% |
| 30D | -11.8% | -14.0% | +2.2% | -10.7% |
| 3M | +28.6% | -22.6% | +51.2% | +31.0% |
| 6M | +104.4% | -24.7% | +129.1% | +108.1% |
| YTD | +83.8% | -29.0% | +112.7% | +87.8% |
| 1Y | +71.5% | -13.8% | +85.3% | +71.5% |
| All | +167.4% | -28.4% | +195.8% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling