+1,189.0%
PANW vs VST
+1,174.0%
+15.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -1.0% |
| 7D | -6.8% | -6.0% | -0.8% | -5.9% |
| 30D | -22.1% | -18.8% | -3.3% | -19.2% |
| 3M | -15.2% | -8.0% | -7.2% | -14.6% |
| 6M | +57.0% | -10.9% | +67.9% | +58.1% |
| YTD | +77.2% | -18.3% | +95.5% | +79.3% |
| 1Y | +50.7% | -29.9% | +80.6% | +57.2% |
| 3Y | +157.5% | +290.3% | -132.8% | +65.0% |
| 5Y | +292.3% | +635.3% | -343.0% | +110.7% |
| 10Y | +1,189.0% | +1,162.4% | +26.7% | +485.1% |
| All | +1,189.0% | +1,174.0% | +15.0% | +485.1% |
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 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