+334.1%
PANW vs XLP
+33.4%
+300.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -6.9% | -1.4% | -5.5% | -6.5% |
| 30D | -7.4% | -1.3% | -6.1% | -7.1% |
| 3M | +26.5% | +1.8% | +24.7% | +24.9% |
| 6M | +104.2% | -0.8% | +105.0% | +103.5% |
| YTD | +82.9% | +9.5% | +73.4% | +71.6% |
| 1Y | +70.7% | +7.2% | +63.6% | +61.9% |
| 3Y | +170.9% | +27.1% | +143.8% | +126.7% |
| 5Y | +334.1% | +32.0% | +302.1% | +269.5% |
| All | +334.1% | +33.4% | +300.8% | +269.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling