+1,248.2%
PANW vs VTRS
-48.4%
+1,296.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | -14.6% | +3.3% | -17.9% | -15.1% |
| 3M | +18.3% | +2.0% | +16.3% | +17.6% |
| 6M | +100.5% | +19.9% | +80.5% | +94.1% |
| YTD | +79.5% | +35.7% | +43.8% | +69.9% |
| 1Y | +66.7% | +68.1% | -1.4% | +52.2% |
| 3Y | +161.2% | +87.1% | +74.2% | +129.6% |
| 5Y | +322.2% | +47.6% | +274.6% | +277.2% |
| All | +1,248.2% | -48.4% | +1,296.6% | +1,113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling