-14.1%
PANW vs VST
-5.5%
-8.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.3% | -1.9% | +4.7% |
| 7D | -5.9% | -0.5% | -5.4% | -6.7% |
| 30D | -21.0% | -17.1% | -3.9% | -22.5% |
| All | -14.1% | -5.5% | -8.6% | -12.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling