+172.8%
PANW vs VST
+296.4%
-123.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.3% | -1.9% | +4.4% |
| 7D | -5.9% | -0.5% | -5.4% | -6.1% |
| 30D | -21.0% | -17.1% | -3.9% | -19.1% |
| 3M | -9.1% | -4.6% | -4.5% | -9.0% |
| 6M | +59.2% | -9.1% | +68.2% | +59.5% |
| YTD | +79.6% | -16.6% | +96.3% | +80.7% |
| 1Y | +55.9% | -29.5% | +85.3% | +61.1% |
| 3Y | +172.8% | +297.5% | -124.7% | +108.9% |
| All | +172.8% | +296.4% | -123.6% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling