+3,585.6%
PANW vs XLP
+279.7%
+3,305.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | -6.8% | +2.3% | -9.1% | -8.0% |
| 30D | -22.1% | +9.1% | -31.2% | -26.1% |
| 3M | -15.2% | +7.9% | -23.1% | -19.2% |
| 6M | +57.0% | +9.6% | +47.4% | +47.1% |
| YTD | +77.2% | +19.4% | +57.7% | +55.7% |
| 1Y | +50.7% | +22.4% | +28.3% | +30.2% |
| 3Y | +157.5% | +43.2% | +114.3% | +97.7% |
| 5Y | +292.3% | +42.6% | +249.7% | +201.5% |
| 10Y | +1,189.0% | +135.4% | +1,053.6% | +577.6% |
| All | +3,585.6% | +279.7% | +3,305.9% | +1,237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling