+73.3%
PANW vs VMC
-8.5%
+81.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -10.3% | -4.3% | -6.0% | -10.3% |
| 30D | -8.1% | -8.2% | +0.1% | -8.1% |
| 3M | +19.3% | -7.0% | +26.4% | +19.0% |
| 6M | +110.2% | -10.8% | +120.9% | +108.2% |
| YTD | +80.9% | -7.4% | +88.3% | +78.3% |
| 1Y | +73.3% | -9.5% | +82.7% | +72.1% |
| All | +73.3% | -8.5% | +81.8% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling