+316.7%
PANW vs XLRE
+8.4%
+308.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | -14.6% | -2.4% | -12.2% | -13.6% |
| 3M | +18.3% | -2.5% | +20.8% | +19.4% |
| 6M | +100.5% | +4.0% | +96.5% | +94.2% |
| YTD | +79.5% | +9.3% | +70.2% | +68.9% |
| 1Y | +66.7% | +5.6% | +61.1% | +59.8% |
| 3Y | +161.2% | +31.3% | +130.0% | +116.8% |
| All | +316.7% | +8.4% | +308.2% | +303.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling