+161.2%
PANW vs VSXY
+352.7%
-191.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.6% | -18.7% | +4.1% | -13.5% |
| 3M | +18.3% | -4.0% | +22.3% | +18.2% |
| 6M | +100.5% | +67.5% | +33.0% | +89.4% |
| YTD | +79.5% | +39.7% | +39.9% | +71.6% |
| 1Y | +66.7% | +180.0% | -113.3% | +47.3% |
| 3Y | +161.2% | +337.3% | -176.0% | +118.4% |
| All | +161.2% | +352.7% | -191.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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