+161.2%
PANW vs VSH
+42.0%
+119.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.5% | -3.5% |
| 7D | -0.8% | +4.8% | -5.5% | -1.7% |
| 30D | -14.6% | -0.7% | -13.9% | -14.6% |
| 3M | +18.3% | -43.1% | +61.3% | +29.5% |
| 6M | +100.5% | +91.8% | +8.7% | +68.9% |
| YTD | +79.5% | +131.6% | -52.1% | +42.6% |
| 1Y | +66.7% | +118.1% | -51.4% | +33.7% |
| 3Y | +161.2% | +40.9% | +120.3% | +127.1% |
| All | +161.2% | +42.0% | +119.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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