+78.2%
PANW vs VG
-46.6%
+124.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +2.1% |
| 7D | -3.9% | +5.5% | -9.4% | -4.2% |
| 30D | -17.2% | -3.6% | -13.6% | -17.0% |
| 3M | -12.9% | -4.0% | -8.9% | -12.8% |
| 6M | +56.5% | +9.4% | +47.2% | +54.7% |
| YTD | +81.6% | +86.6% | -5.1% | +66.9% |
| 1Y | +53.2% | +69.5% | -16.3% | +42.1% |
| All | +78.2% | -46.6% | +124.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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