+853.0%
PANW vs XLC
+141.1%
+711.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | 0.0% |
| 7D | +2.0% | -1.4% | +3.4% | +3.2% |
| 30D | -13.0% | -0.9% | -12.1% | -12.7% |
| 3M | +28.6% | -0.3% | +29.0% | +28.3% |
| 6M | +103.0% | -5.2% | +108.1% | +110.9% |
| YTD | +81.9% | -5.3% | +87.2% | +88.9% |
| 1Y | +69.6% | -2.8% | +72.4% | +72.3% |
| 3Y | +169.4% | +71.2% | +98.2% | +70.2% |
| 5Y | +331.0% | +37.6% | +293.4% | +225.3% |
| All | +853.0% | +141.1% | +711.9% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling