+161.2%
PANW vs VGT
+123.9%
+37.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -14.6% | -0.4% | -14.1% | -14.1% |
| 3M | +18.3% | +4.4% | +13.9% | +14.0% |
| 6M | +100.5% | +32.1% | +68.4% | +59.3% |
| YTD | +79.5% | +28.8% | +50.7% | +45.3% |
| 1Y | +66.7% | +35.3% | +31.4% | +29.2% |
| 3Y | +161.2% | +124.8% | +36.5% | +19.1% |
| All | +161.2% | +123.9% | +37.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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