+47.6%
PANW vs VRSK
-2.2%
+49.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.9% | -16.5% | -9.8% |
| 7D | -17.3% | +10.9% | -28.2% | -17.9% |
| 30D | -25.1% | +28.0% | -53.1% | -27.6% |
| 3M | -13.2% | +12.3% | -25.6% | -14.3% |
| 6M | +71.0% | +17.8% | +53.2% | +65.5% |
| YTD | +70.8% | -4.7% | +75.5% | +77.8% |
| 1Y | +47.6% | -0.2% | +47.8% | +52.0% |
| All | +47.6% | -2.2% | +49.8% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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