+167.4%
PANW vs XLC
+71.4%
+96.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.5% |
| 7D | +2.0% | -1.7% | +3.6% | +3.4% |
| 30D | -11.8% | +0.2% | -12.0% | -12.4% |
| 3M | +28.6% | +0.7% | +27.9% | +26.9% |
| 6M | +104.4% | -4.5% | +108.9% | +111.3% |
| YTD | +83.8% | -4.7% | +88.5% | +90.2% |
| 1Y | +71.5% | -1.5% | +73.0% | +71.7% |
| All | +167.4% | +71.4% | +96.0% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling