+3,663.5%
PANW vs VT
+387.2%
+3,276.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -10.3% | +0.4% | -10.8% | -10.8% |
| 30D | -8.1% | +1.0% | -9.1% | -9.0% |
| 3M | +19.3% | +2.4% | +17.0% | +16.6% |
| 6M | +110.2% | +12.0% | +98.2% | +86.0% |
| YTD | +80.9% | +15.3% | +65.6% | +54.9% |
| 1Y | +73.3% | +22.6% | +50.7% | +39.1% |
| 3Y | +174.6% | +74.7% | +99.9% | +52.4% |
| 5Y | +327.1% | +66.1% | +260.9% | +152.2% |
| 10Y | +1,277.3% | +225.0% | +1,052.3% | +303.0% |
| All | +3,663.5% | +387.2% | +3,276.3% | +742.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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