+69.6%
PANW vs XLP
+6.1%
+63.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -1.5% |
| 7D | +2.0% | -2.9% | +4.9% | -0.4% |
| 30D | -13.0% | -2.2% | -10.7% | -14.4% |
| 3M | +28.6% | -0.6% | +29.2% | +28.5% |
| 6M | +103.0% | -2.2% | +105.1% | +102.0% |
| YTD | +81.9% | +8.3% | +73.7% | +91.2% |
| 1Y | +69.6% | +5.7% | +63.9% | +75.6% |
| All | +69.6% | +6.1% | +63.5% | +75.6% |
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