+161.2%
PANW vs VMC
+18.8%
+142.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -0.8% | -3.8% | +3.0% | +0.2% |
| 30D | -14.6% | -9.7% | -4.9% | -12.2% |
| 3M | +18.3% | -9.6% | +27.9% | +20.9% |
| 6M | +100.5% | -4.8% | +105.3% | +99.7% |
| YTD | +79.5% | -10.9% | +90.4% | +80.9% |
| 1Y | +66.7% | -15.6% | +82.3% | +71.8% |
| 3Y | +161.2% | +19.3% | +141.9% | +121.6% |
| All | +161.2% | +18.8% | +142.5% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling