+1,248.2%
PANW vs XLB
+163.8%
+1,084.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -0.8% | -2.8% | +2.1% | +1.0% |
| 30D | -14.6% | -3.1% | -11.5% | -13.1% |
| 3M | +18.3% | -0.2% | +18.4% | +17.8% |
| 6M | +100.5% | +3.1% | +97.4% | +94.7% |
| YTD | +79.5% | +13.3% | +66.2% | +63.1% |
| 1Y | +66.7% | +12.0% | +54.7% | +52.4% |
| 3Y | +161.2% | +31.4% | +129.8% | +113.1% |
| 5Y | +322.2% | +33.9% | +288.3% | +239.5% |
| All | +1,248.2% | +163.8% | +1,084.4% | +610.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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