+1,248.2%
PANW vs XHB
+215.4%
+1,032.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.0% |
| 7D | -0.8% | -4.6% | +3.9% | +1.2% |
| 30D | -14.6% | -9.1% | -5.4% | -11.0% |
| 3M | +18.3% | -8.6% | +26.8% | +22.4% |
| 6M | +100.5% | -4.0% | +104.5% | +101.1% |
| YTD | +79.5% | -3.9% | +83.4% | +78.6% |
| 1Y | +66.7% | -16.5% | +83.2% | +76.9% |
| 3Y | +161.2% | +22.6% | +138.7% | +120.2% |
| 5Y | +322.2% | +33.9% | +288.3% | +231.1% |
| All | +1,248.2% | +215.4% | +1,032.8% | +580.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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