+161.2%
PANW vs XLF
+74.2%
+87.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.9% |
| 7D | -0.8% | -1.5% | +0.7% | +0.4% |
| 30D | -14.6% | -1.2% | -13.4% | -13.9% |
| 3M | +18.3% | +9.2% | +9.1% | +9.9% |
| 6M | +100.5% | +16.3% | +84.1% | +76.8% |
| YTD | +79.5% | +5.4% | +74.1% | +71.2% |
| 1Y | +66.7% | +7.6% | +59.1% | +56.0% |
| 3Y | +161.2% | +74.2% | +87.0% | +68.9% |
| All | +161.2% | +74.2% | +87.0% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling