+257.2%
XOM vs PANW
+320.3%
-63.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.5% |
| 7D | +4.1% | -0.8% | +4.9% | +4.1% |
| 30D | +4.6% | -14.6% | +19.1% | +5.0% |
| 3M | +14.0% | +18.3% | -4.3% | +13.0% |
| 6M | +11.0% | +100.5% | -89.5% | +7.3% |
| YTD | +40.7% | +79.5% | -38.8% | +36.7% |
| 1Y | +52.3% | +66.7% | -14.4% | +48.6% |
| 3Y | +60.5% | +161.2% | -100.8% | +49.0% |
| All | +257.2% | +320.3% | -63.1% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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