+1,248.2%
PANW vs VICR
+1,679.8%
-431.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.2% | -13.5% | -4.0% |
| 7D | -0.8% | +5.0% | -5.7% | -1.7% |
| 30D | -14.6% | -12.5% | -2.1% | -13.2% |
| 3M | +18.3% | -33.6% | +51.9% | +24.0% |
| 6M | +100.5% | +10.7% | +89.8% | +88.7% |
| YTD | +79.5% | +80.6% | -1.1% | +53.6% |
| 1Y | +66.7% | +288.4% | -221.6% | +23.0% |
| 3Y | +161.2% | +213.8% | -52.6% | +87.8% |
| 5Y | +322.2% | +58.8% | +263.3% | +217.6% |
| All | +1,248.2% | +1,679.8% | -431.6% | +519.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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