+66.7%
PANW vs XYL
-21.4%
+88.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | -14.6% | -11.9% | -2.6% | -13.6% |
| 3M | +18.3% | -1.5% | +19.8% | +19.0% |
| 6M | +100.5% | -11.9% | +112.4% | +101.8% |
| YTD | +79.5% | -20.6% | +100.1% | +81.9% |
| 1Y | +66.7% | -23.5% | +90.2% | +69.8% |
| All | +66.7% | -21.4% | +88.1% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling