+1,182.7%
PANW vs XLP
+136.8%
+1,046.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | -17.2% | +8.3% | -25.5% | -20.6% |
| 3M | -12.9% | +8.7% | -21.5% | -16.7% |
| 6M | +56.5% | +11.2% | +45.4% | +46.9% |
| YTD | +81.6% | +20.0% | +61.6% | +61.5% |
| 1Y | +53.2% | +21.3% | +31.9% | +35.2% |
| 3Y | +163.9% | +43.8% | +120.0% | +107.0% |
| 5Y | +295.1% | +43.3% | +251.8% | +210.6% |
| All | +1,182.7% | +136.8% | +1,046.0% | +708.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling