+3,663.5%
PANW vs XLP
+250.5%
+3,413.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -10.3% | -1.0% | -9.3% | -9.8% |
| 30D | -8.1% | -0.9% | -7.2% | -7.8% |
| 3M | +19.3% | +3.8% | +15.5% | +15.8% |
| 6M | +110.2% | -1.7% | +111.9% | +109.9% |
| YTD | +80.9% | +10.3% | +70.7% | +67.0% |
| 1Y | +73.3% | +7.8% | +65.5% | +61.8% |
| 3Y | +174.6% | +27.2% | +147.4% | +127.3% |
| 5Y | +327.1% | +32.5% | +294.5% | +242.5% |
| 10Y | +1,277.3% | +101.8% | +1,175.5% | +708.0% |
| All | +3,663.5% | +250.5% | +3,413.0% | +1,334.0% |
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