+1,248.2%
PANW vs XRT
+128.2%
+1,120.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.0% |
| 7D | -0.8% | -3.2% | +2.4% | +0.7% |
| 30D | -14.6% | -4.5% | -10.1% | -12.9% |
| 3M | +18.3% | -3.1% | +21.4% | +19.6% |
| 6M | +100.5% | +4.2% | +96.2% | +95.0% |
| YTD | +79.5% | -0.1% | +79.6% | +78.0% |
| 1Y | +66.7% | -3.0% | +69.8% | +67.4% |
| 3Y | +161.2% | +41.8% | +119.4% | +115.6% |
| 5Y | +322.2% | -1.3% | +323.5% | +301.4% |
| All | +1,248.2% | +128.2% | +1,120.0% | +648.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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