+161.2%
PANW vs VIVK
-100.0%
+261.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.1% | -2.2% |
| 7D | -0.8% | -4.4% | +3.6% | -0.7% |
| 30D | -14.6% | -40.8% | +26.2% | -14.1% |
| 3M | +18.3% | -94.1% | +112.4% | +21.4% |
| 6M | +100.5% | -98.2% | +198.7% | +107.8% |
| YTD | +79.5% | -98.0% | +177.5% | +85.2% |
| 1Y | +66.7% | -100.0% | +166.7% | +72.4% |
| 3Y | +161.2% | -100.0% | +261.2% | +168.3% |
| All | +161.2% | -100.0% | +261.2% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling