+316.7%
PANW vs XLI
+80.9%
+235.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.2% |
| 7D | -0.8% | -1.7% | +0.9% | +0.5% |
| 30D | -14.6% | -7.3% | -7.3% | -9.1% |
| 3M | +18.3% | -1.3% | +19.6% | +19.5% |
| 6M | +100.5% | +2.2% | +98.2% | +94.2% |
| YTD | +79.5% | +11.7% | +67.8% | +58.7% |
| 1Y | +66.7% | +14.3% | +52.5% | +44.2% |
| 3Y | +161.2% | +70.3% | +90.9% | +54.3% |
| All | +316.7% | +80.9% | +235.7% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 5y: compounded portfolio wealth divided by compounded XLI 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…
5y analysis · Full analysis span regression · 6 months rolling