+170.9%
PANW vs XLP
+27.2%
+143.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -6.9% | -1.4% | -5.5% | -7.0% |
| 30D | -7.4% | -1.3% | -6.1% | -7.4% |
| 3M | +26.5% | +1.8% | +24.7% | +26.0% |
| 6M | +104.2% | -0.8% | +105.0% | +104.5% |
| YTD | +82.9% | +9.5% | +73.4% | +75.9% |
| 1Y | +70.7% | +7.2% | +63.6% | +65.7% |
| 3Y | +170.9% | +27.1% | +143.8% | +137.5% |
| All | +170.9% | +27.2% | +143.7% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling