+316.7%
PANW vs XLY
+28.1%
+288.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.0% |
| 7D | -0.8% | -1.7% | +0.9% | +0.5% |
| 30D | -14.6% | -4.2% | -10.4% | -11.9% |
| 3M | +18.3% | -2.7% | +21.0% | +20.5% |
| 6M | +100.5% | -0.6% | +101.1% | +99.7% |
| YTD | +79.5% | -5.0% | +84.5% | +84.9% |
| 1Y | +66.7% | -4.1% | +70.8% | +70.2% |
| 3Y | +161.2% | +33.6% | +127.6% | +100.9% |
| All | +316.7% | +28.1% | +288.5% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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