+2,486.9%
VRT vs PANW
+876.4%
+1,610.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.6% |
| 7D | -8.4% | -0.8% | -7.6% | -8.1% |
| 30D | -10.9% | -14.6% | +3.7% | -5.5% |
| 3M | -13.7% | +18.3% | -32.0% | -21.1% |
| 6M | -4.1% | +100.5% | -104.6% | -31.9% |
| YTD | +58.7% | +79.5% | -20.8% | +17.5% |
| 1Y | +89.6% | +66.7% | +22.9% | +45.8% |
| 3Y | +558.1% | +161.2% | +396.9% | +312.3% |
| 5Y | +953.0% | +322.2% | +630.8% | +417.4% |
| All | +2,486.9% | +876.4% | +1,610.4% | +697.1% |
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