+1,069.8%
PANW vs XLRE
+109.5%
+960.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +94.8% |
| YTD | +79.5% | +9.3% | +70.2% | +69.8% |
| 1Y | +66.7% | +5.6% | +61.1% | +60.4% |
| 3Y | +161.2% | +31.3% | +130.0% | +121.2% |
| 5Y | +322.2% | +9.5% | +312.6% | +291.9% |
| 10Y | +1,273.8% | +89.0% | +1,184.8% | +869.8% |
| All | +1,069.8% | +109.5% | +960.3% | +650.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling