+62.2%
PANW vs VST
-35.7%
+97.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.8% | +13.2% | 0.0% |
| 7D | -11.8% | -15.7% | +3.9% | -11.1% |
| 30D | -14.4% | -17.0% | +2.5% | -13.6% |
| 3M | -5.0% | -15.9% | +10.9% | -4.1% |
| 6M | +88.6% | -25.0% | +113.6% | +90.1% |
| YTD | +88.9% | -25.1% | +114.1% | +89.1% |
| 1Y | +62.2% | -34.9% | +97.1% | +66.1% |
| All | +62.2% | -35.7% | +97.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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