+1,248.2%
PANW vs VIVK
-100.0%
+1,348.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.1% | -2.3% |
| 7D | -0.8% | -4.4% | +3.6% | -0.8% |
| 30D | -14.6% | -40.8% | +26.2% | -14.3% |
| 3M | +18.3% | -94.1% | +112.4% | +19.8% |
| 6M | +100.5% | -98.2% | +198.7% | +104.0% |
| YTD | +79.5% | -98.0% | +177.5% | +82.0% |
| 1Y | +66.7% | -100.0% | +166.7% | +70.9% |
| 3Y | +161.2% | -100.0% | +261.2% | +167.3% |
| 5Y | +322.2% | -100.0% | +422.2% | +331.7% |
| All | +1,248.2% | -100.0% | +1,348.2% | +1,300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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