+1,248.2%
PANW vs XME
+421.4%
+826.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -0.8% | -4.2% | +3.4% | +0.6% |
| 30D | -14.6% | -2.7% | -11.9% | -14.0% |
| 3M | +18.3% | -3.9% | +22.2% | +19.3% |
| 6M | +100.5% | -1.0% | +101.5% | +99.0% |
| YTD | +79.5% | +9.8% | +69.7% | +70.5% |
| 1Y | +66.7% | +32.5% | +34.2% | +47.6% |
| 3Y | +161.2% | +124.3% | +36.9% | +88.7% |
| 5Y | +322.2% | +165.8% | +156.4% | +182.5% |
| All | +1,248.2% | +421.4% | +826.9% | +553.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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