+1,248.2%
PANW vs XLV
+174.9%
+1,073.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -0.8% | -3.6% | +2.8% | +1.9% |
| 30D | -14.6% | -1.8% | -12.7% | -13.8% |
| 3M | +18.3% | +7.8% | +10.5% | +10.4% |
| 6M | +100.5% | +9.1% | +91.4% | +84.5% |
| YTD | +79.5% | +7.7% | +71.8% | +66.6% |
| 1Y | +66.7% | +20.4% | +46.3% | +40.4% |
| 3Y | +161.2% | +30.8% | +130.5% | +103.8% |
| 5Y | +322.2% | +34.6% | +287.6% | +222.1% |
| All | +1,248.2% | +174.9% | +1,073.3% | +486.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 10y: compounded portfolio wealth divided by compounded XLV 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…
10y analysis · Full analysis span regression · 6 months rolling