+558.1%
VRT vs PANW
+164.6%
+393.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.7% |
| 7D | -8.4% | -0.8% | -7.6% | -8.1% |
| 30D | -10.9% | -14.6% | +3.7% | -4.9% |
| 3M | -13.7% | +18.3% | -32.0% | -22.3% |
| 6M | -4.1% | +100.5% | -104.6% | -36.2% |
| YTD | +58.7% | +79.5% | -20.8% | +11.6% |
| 1Y | +89.6% | +66.7% | +22.9% | +40.4% |
| 3Y | +558.1% | +161.2% | +396.9% | +243.0% |
| All | +558.1% | +164.6% | +393.5% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling