+62.2%
PANW vs XLP
+24.3%
+37.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | +2.2% |
| 7D | -11.8% | +5.9% | -17.6% | -7.3% |
| 30D | -14.4% | +13.5% | -27.9% | -5.0% |
| 3M | -5.0% | +8.4% | -13.4% | +1.8% |
| 6M | +88.6% | +11.5% | +77.0% | +107.8% |
| YTD | +88.9% | +20.6% | +68.3% | +115.4% |
| 1Y | +62.2% | +24.3% | +37.9% | +84.6% |
| All | +62.2% | +24.3% | +37.9% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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