+1,248.2%
PANW vs XYL
+150.5%
+1,097.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -14.6% | -11.9% | -2.6% | -10.4% |
| 3M | +18.3% | -1.5% | +19.8% | +18.6% |
| 6M | +100.5% | -11.9% | +112.4% | +108.8% |
| YTD | +79.5% | -20.6% | +100.1% | +93.8% |
| 1Y | +66.7% | -23.5% | +90.2% | +82.6% |
| 3Y | +161.2% | +14.9% | +146.4% | +139.3% |
| 5Y | +322.2% | -15.3% | +337.5% | +324.8% |
| All | +1,248.2% | +150.5% | +1,097.7% | +847.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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