+1,248.2%
PANW vs VO
+200.3%
+1,048.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.1% |
| 7D | -0.8% | -1.5% | +0.7% | +0.7% |
| 30D | -14.6% | -3.0% | -11.5% | -12.0% |
| 3M | +18.3% | +2.8% | +15.5% | +15.2% |
| 6M | +100.5% | +10.9% | +89.5% | +81.1% |
| YTD | +79.5% | +12.5% | +67.0% | +59.7% |
| 1Y | +66.7% | +12.0% | +54.7% | +49.0% |
| 3Y | +161.2% | +56.3% | +105.0% | +69.7% |
| 5Y | +322.2% | +42.9% | +279.3% | +200.9% |
| All | +1,248.2% | +200.3% | +1,048.0% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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