+62.2%
PANW vs XLF
+15.8%
+46.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -2.0% |
| 7D | -11.8% | +5.5% | -17.2% | -13.7% |
| 30D | -14.4% | +9.9% | -24.3% | -18.2% |
| 3M | -5.0% | +2.6% | -7.6% | -5.6% |
| 6M | +88.6% | +15.6% | +73.0% | +73.0% |
| YTD | +88.9% | +9.4% | +79.5% | +74.0% |
| 1Y | +62.2% | +14.7% | +47.5% | +42.9% |
| All | +62.2% | +15.8% | +46.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling