+3,684.3%
PANW vs VIG
+447.7%
+3,236.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | +2.0% | -1.2% | +3.2% | +3.2% |
| 30D | -13.0% | -2.8% | -10.1% | -10.4% |
| 3M | +28.6% | +2.5% | +26.2% | +25.6% |
| 6M | +103.0% | +8.1% | +94.9% | +87.4% |
| YTD | +81.9% | +9.6% | +72.4% | +65.5% |
| 1Y | +69.6% | +14.2% | +55.5% | +47.9% |
| 3Y | +169.4% | +56.1% | +113.3% | +72.4% |
| 5Y | +331.0% | +62.8% | +268.2% | +167.0% |
| 10Y | +1,292.3% | +248.2% | +1,044.1% | +285.8% |
| All | +3,684.3% | +447.7% | +3,236.6% | +628.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling