+3,634.0%
PANW vs VWO
+128.5%
+3,505.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.8% |
| 7D | -0.8% | -1.8% | +1.0% | +0.4% |
| 30D | -14.6% | -0.1% | -14.5% | -14.6% |
| 3M | +18.3% | +2.2% | +16.1% | +16.5% |
| 6M | +100.5% | +8.8% | +91.7% | +89.0% |
| YTD | +79.5% | +12.4% | +67.1% | +64.8% |
| 1Y | +66.7% | +15.6% | +51.1% | +50.4% |
| 3Y | +161.2% | +62.5% | +98.7% | +86.0% |
| 5Y | +322.2% | +34.3% | +287.9% | +239.8% |
| 10Y | +1,273.8% | +114.8% | +1,159.0% | +714.3% |
| All | +3,634.0% | +128.5% | +3,505.6% | +2,049.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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