+316.7%
PANW vs XLC
+39.8%
+276.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.2% |
| 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% | +84.0% |
| 1Y | +66.7% | -2.0% | +68.7% | +68.2% |
| 3Y | +161.2% | +71.4% | +89.9% | +63.5% |
| All | +316.7% | +39.8% | +276.9% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling