+62.2%
PANW vs XLRE
+14.1%
+48.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | +0.3% |
| 7D | -11.8% | +7.1% | -18.9% | -10.2% |
| 30D | -14.4% | +10.9% | -25.4% | -12.3% |
| 3M | -5.0% | +0.7% | -5.7% | -4.8% |
| 6M | +88.6% | +4.1% | +84.5% | +88.9% |
| YTD | +88.9% | +14.5% | +74.4% | +76.9% |
| 1Y | +62.2% | +14.1% | +48.1% | +52.6% |
| All | +62.2% | +14.1% | +48.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling