+1,248.2%
PANW vs VIG
+250.0%
+998.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -3.0% |
| 7D | -0.8% | -1.1% | +0.3% | +0.3% |
| 30D | -14.6% | -2.7% | -11.8% | -12.2% |
| 3M | +18.3% | +2.5% | +15.7% | +15.4% |
| 6M | +100.5% | +9.2% | +91.2% | +83.6% |
| YTD | +79.5% | +9.8% | +69.7% | +63.3% |
| 1Y | +66.7% | +12.4% | +54.3% | +48.3% |
| 3Y | +161.2% | +55.9% | +105.3% | +70.1% |
| 5Y | +322.2% | +63.9% | +258.2% | +164.5% |
| All | +1,248.2% | +250.0% | +998.2% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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