+3,705.5%
PANW vs XLB
+291.4%
+3,414.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -7.4% | -1.7% | -5.6% | -6.5% |
| 3M | +26.5% | +4.4% | +22.2% | +22.4% |
| 6M | +104.2% | +5.0% | +99.1% | +95.6% |
| YTD | +82.9% | +15.5% | +67.5% | +63.4% |
| 1Y | +70.7% | +14.9% | +55.8% | +52.8% |
| 3Y | +170.9% | +34.5% | +136.4% | +115.6% |
| 5Y | +334.1% | +36.5% | +297.6% | +241.0% |
| 10Y | +1,275.6% | +159.6% | +1,116.0% | +551.9% |
| All | +3,705.5% | +291.4% | +3,414.1% | +1,322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling