+379.1%
V vs PANW
+1,278.8%
-899.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +3.1% | -14.6% | +17.6% | +6.3% |
| 3M | +16.3% | +18.3% | -2.0% | +10.4% |
| 6M | +20.4% | +100.5% | -80.1% | -0.8% |
| YTD | +6.3% | +79.5% | -73.2% | -10.3% |
| 1Y | +8.7% | +66.7% | -58.0% | -6.8% |
| 3Y | +53.3% | +161.2% | -107.9% | +11.0% |
| 5Y | +71.1% | +322.2% | -251.1% | +1.7% |
| All | +379.1% | +1,278.8% | -899.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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