+1,248.2%
PANW vs VLO
+946.8%
+301.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.6% |
| 7D | -0.8% | +5.3% | -6.1% | -1.8% |
| 30D | -14.6% | +18.2% | -32.8% | -17.4% |
| 3M | +18.3% | +53.3% | -35.0% | +8.6% |
| 6M | +100.5% | +70.4% | +30.0% | +79.6% |
| YTD | +79.5% | +143.4% | -63.9% | +49.4% |
| 1Y | +66.7% | +153.0% | -86.3% | +37.5% |
| 3Y | +161.2% | +195.0% | -33.7% | +104.5% |
| 5Y | +322.2% | +618.8% | -296.6% | +166.6% |
| All | +1,248.2% | +946.8% | +301.4% | +636.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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