+1,248.2%
PANW vs VUG
+424.7%
+823.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.4% |
| 30D | -14.6% | -1.0% | -13.6% | -13.6% |
| 3M | +18.3% | +3.5% | +14.8% | +14.8% |
| 6M | +100.5% | +14.2% | +86.3% | +77.1% |
| YTD | +79.5% | +8.5% | +71.0% | +66.6% |
| 1Y | +66.7% | +12.9% | +53.8% | +49.1% |
| 3Y | +161.2% | +85.6% | +75.6% | +44.8% |
| 5Y | +322.2% | +78.1% | +244.1% | +144.1% |
| All | +1,248.2% | +424.7% | +823.5% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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