+3,722.6%
PANW vs XLF
+524.9%
+3,197.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.0% | -2.9% | +4.9% | +3.9% |
| 30D | -11.8% | -1.6% | -10.2% | -11.0% |
| 3M | +28.6% | +9.3% | +19.3% | +21.4% |
| 6M | +104.4% | +14.6% | +89.8% | +87.3% |
| YTD | +83.8% | +4.7% | +79.0% | +78.1% |
| 1Y | +71.5% | +8.6% | +62.9% | +62.2% |
| 3Y | +172.2% | +73.9% | +98.3% | +91.9% |
| 5Y | +332.2% | +65.0% | +267.2% | +213.2% |
| 10Y | +1,306.4% | +250.4% | +1,055.9% | +454.0% |
| All | +3,722.6% | +524.9% | +3,197.6% | +991.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling