+1,146.1%
PANW vs VST
+1,191.1%
-45.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +2.0% | +5.3% | -3.3% | +1.0% |
| 30D | -13.0% | +5.8% | -18.7% | -14.1% |
| 3M | +28.6% | +3.5% | +25.1% | +27.0% |
| 6M | +103.0% | -7.4% | +110.4% | +103.6% |
| YTD | +81.9% | -6.1% | +88.0% | +80.5% |
| 1Y | +69.6% | -21.6% | +91.2% | +73.6% |
| 3Y | +169.4% | +357.2% | -187.7% | +68.3% |
| 5Y | +331.0% | +777.0% | -446.0% | +124.2% |
| All | +1,146.1% | +1,191.1% | -45.0% | +468.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling