+840.4%
PANW vs XLC
+145.0%
+695.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.2% |
| 30D | -14.6% | +2.1% | -16.7% | -16.4% |
| 3M | +18.3% | +0.7% | +17.6% | +16.9% |
| 6M | +100.5% | -3.2% | +103.7% | +104.7% |
| YTD | +79.5% | -3.8% | +83.3% | +83.9% |
| 1Y | +66.7% | -2.0% | +68.7% | +68.2% |
| 3Y | +161.2% | +71.4% | +89.9% | +64.8% |
| 5Y | +322.2% | +40.7% | +281.5% | +212.7% |
| All | +840.4% | +145.0% | +695.4% | +326.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling