+3,684.3%
PANW vs VUG
+777.8%
+2,906.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -13.0% | -1.7% | -11.3% | -11.3% |
| 3M | +28.6% | +2.8% | +25.8% | +25.5% |
| 6M | +103.0% | +13.6% | +89.4% | +79.2% |
| YTD | +81.9% | +8.1% | +73.8% | +68.9% |
| 1Y | +69.6% | +13.1% | +56.6% | +50.6% |
| 3Y | +169.4% | +87.0% | +82.5% | +43.4% |
| 5Y | +331.0% | +76.0% | +255.0% | +144.6% |
| 10Y | +1,292.3% | +420.5% | +871.8% | +131.6% |
| All | +3,684.3% | +777.8% | +2,906.5% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling