+3,539.1%
PANW vs XLP
+285.2%
+3,253.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.9% |
| 7D | +2.7% | +2.5% | +0.2% | +1.3% |
| 30D | -14.1% | +7.3% | -21.4% | -17.6% |
| 3M | -18.6% | +8.1% | -26.7% | -22.5% |
| 6M | +41.5% | +10.5% | +31.0% | +32.0% |
| YTD | +74.9% | +21.2% | +53.8% | +52.6% |
| 1Y | +57.4% | +22.7% | +34.7% | +36.0% |
| 3Y | +152.1% | +44.8% | +107.3% | +92.5% |
| 5Y | +275.3% | +44.7% | +230.6% | +186.1% |
| 10Y | +1,139.3% | +139.1% | +1,000.2% | +545.9% |
| All | +3,539.1% | +285.2% | +3,253.8% | +1,210.5% |
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