+1,280.2%
PANW vs XLP
+106.5%
+1,173.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.0% | -2.5% | +4.5% | +3.3% |
| 30D | -11.8% | -1.9% | -9.9% | -11.1% |
| 3M | +28.6% | -2.1% | +30.7% | +29.2% |
| 6M | +104.4% | -1.8% | +106.3% | +104.2% |
| YTD | +83.8% | +8.3% | +75.4% | +72.3% |
| 1Y | +71.5% | +6.8% | +64.7% | +61.7% |
| 3Y | +172.2% | +25.7% | +146.4% | +129.6% |
| 5Y | +332.2% | +31.9% | +300.3% | +253.1% |
| All | +1,280.2% | +106.5% | +1,173.7% | +791.1% |
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