+172.6%
PANW vs VLTO
+56.4%
+116.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | +2.7% | +1.0% | +1.7% | +2.4% |
| 30D | -14.1% | +17.5% | -31.6% | -18.8% |
| 3M | -18.6% | +21.4% | -40.0% | -24.2% |
| 6M | +41.5% | +38.1% | +3.3% | +24.2% |
| YTD | +74.9% | +19.0% | +55.9% | +63.9% |
| 1Y | +57.4% | +20.7% | +36.7% | +46.3% |
| 3Y | +152.1% | +64.3% | +87.8% | +101.3% |
| All | +172.6% | +56.4% | +116.2% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling