+170.9%
PANW vs VST
+369.1%
-198.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -6.9% | +9.9% | -16.8% | -8.2% |
| 30D | -7.4% | +7.9% | -15.3% | -8.5% |
| 3M | +26.5% | +3.4% | +23.1% | +25.3% |
| 6M | +104.2% | -4.1% | +108.3% | +103.5% |
| YTD | +82.9% | -5.7% | +88.6% | +81.8% |
| 1Y | +70.7% | -18.9% | +89.6% | +73.0% |
| 3Y | +170.9% | +359.1% | -188.1% | +109.5% |
| All | +170.9% | +369.1% | -198.2% | +109.5% |
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