+316.7%
PANW vs VFC
-78.2%
+394.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | -14.6% | -9.0% | -5.6% | -13.5% |
| 3M | +18.3% | -24.2% | +42.5% | +22.3% |
| 6M | +100.5% | -18.5% | +119.0% | +104.1% |
| YTD | +79.5% | -25.9% | +105.4% | +84.8% |
| 1Y | +66.7% | -13.0% | +79.7% | +66.4% |
| 3Y | +161.2% | -20.3% | +181.6% | +146.6% |
| All | +316.7% | -78.2% | +394.9% | +499.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling