+62.2%
PANW vs XLC
-5.6%
+67.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -2.2% |
| 7D | -11.8% | +1.8% | -13.5% | -12.4% |
| 30D | -14.4% | -6.0% | -8.5% | -11.7% |
| 3M | -5.0% | -6.0% | +1.0% | -2.2% |
| 6M | +88.6% | -9.1% | +97.6% | +96.9% |
| YTD | +88.9% | -10.0% | +99.0% | +97.5% |
| 1Y | +62.2% | -5.8% | +68.0% | +58.1% |
| All | +62.2% | -5.6% | +67.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling