+1,139.3%
PANW vs VST
+1,175.7%
-36.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.3% |
| 7D | -10.3% | +8.9% | -19.2% | -11.9% |
| 30D | -8.1% | +6.2% | -14.3% | -9.3% |
| 3M | +19.3% | -2.7% | +22.1% | +19.3% |
| 6M | +110.2% | -8.4% | +118.5% | +111.1% |
| YTD | +80.9% | -7.2% | +88.1% | +79.9% |
| 1Y | +73.3% | -20.9% | +94.2% | +76.9% |
| 3Y | +174.6% | +384.0% | -209.4% | +69.0% |
| 5Y | +327.1% | +757.1% | -430.0% | +123.2% |
| All | +1,139.3% | +1,175.7% | -36.4% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling