+3,684.3%
PANW vs VFC
-48.1%
+3,732.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | +2.0% | -2.3% | +4.4% | +2.5% |
| 30D | -13.0% | -13.4% | +0.4% | -10.5% |
| 3M | +28.6% | -23.7% | +52.3% | +34.9% |
| 6M | +103.0% | -24.5% | +127.4% | +111.8% |
| YTD | +81.9% | -27.8% | +109.8% | +90.8% |
| 1Y | +69.6% | -13.5% | +83.1% | +69.2% |
| 3Y | +169.4% | -27.1% | +196.5% | +151.2% |
| 5Y | +331.0% | -79.0% | +410.0% | +485.3% |
| 10Y | +1,292.3% | -68.7% | +1,361.0% | +1,367.4% |
| All | +3,684.3% | -48.1% | +3,732.4% | +3,426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling