+161.2%
PANW vs VRSK
-26.5%
+187.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -5.2% | +4.4% | +0.6% |
| 30D | -14.6% | -2.3% | -12.2% | -13.9% |
| 3M | +18.3% | -2.9% | +21.2% | +17.7% |
| 6M | +100.5% | -12.8% | +113.3% | +106.5% |
| YTD | +79.5% | -20.8% | +100.3% | +92.4% |
| 1Y | +66.7% | -33.2% | +99.9% | +92.4% |
| 3Y | +161.2% | -26.6% | +187.8% | +183.9% |
| All | +161.2% | -26.5% | +187.7% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling