+3,684.3%
PANW vs VMC
+531.8%
+3,152.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.5% |
| 7D | +2.0% | -5.3% | +7.3% | +3.8% |
| 30D | -13.0% | -12.3% | -0.7% | -9.3% |
| 3M | +28.6% | -10.3% | +38.9% | +32.6% |
| 6M | +103.0% | -8.6% | +111.5% | +106.7% |
| YTD | +81.9% | -11.9% | +93.8% | +86.4% |
| 1Y | +69.6% | -13.9% | +83.5% | +74.9% |
| 3Y | +169.4% | +18.2% | +151.3% | +146.4% |
| 5Y | +331.0% | +47.7% | +283.3% | +264.3% |
| 10Y | +1,292.3% | +152.5% | +1,139.8% | +811.6% |
| All | +3,684.3% | +531.8% | +3,152.5% | +1,877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling