+152.1%
PANW vs XLE
+71.0%
+81.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +2.7% | +5.4% | -2.7% | +1.9% |
| 30D | -14.1% | -3.9% | -10.1% | -13.7% |
| 3M | -18.6% | +7.0% | -25.6% | -19.6% |
| 6M | +41.5% | +14.2% | +27.3% | +38.2% |
| YTD | +74.9% | +48.2% | +26.8% | +58.3% |
| 1Y | +57.4% | +47.7% | +9.7% | +42.5% |
| 3Y | +152.1% | +70.0% | +82.1% | +144.3% |
| All | +152.1% | +71.0% | +81.1% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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