+3,634.0%
PANW vs VICR
+2,858.3%
+775.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.2% | -13.5% | -4.2% |
| 7D | -0.8% | +5.0% | -5.7% | -1.8% |
| 30D | -14.6% | -12.5% | -2.1% | -13.0% |
| 3M | +18.3% | -33.6% | +51.9% | +24.5% |
| 6M | +100.5% | +10.7% | +89.8% | +87.6% |
| YTD | +79.5% | +80.6% | -1.1% | +51.4% |
| 1Y | +66.7% | +288.4% | -221.6% | +19.9% |
| 3Y | +161.2% | +213.8% | -52.6% | +82.3% |
| 5Y | +322.2% | +58.8% | +263.3% | +208.5% |
| 10Y | +1,273.8% | +1,671.8% | -398.0% | +430.5% |
| All | +3,634.0% | +2,858.3% | +775.8% | +1,173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling