+1,280.2%
PANW vs ACGL
+277.0%
+1,003.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.0% | -3.6% | +5.6% | +3.0% |
| 30D | -11.8% | -2.1% | -9.7% | -11.4% |
| 3M | +28.6% | +5.4% | +23.2% | +26.2% |
| 6M | +104.4% | 0.0% | +104.4% | +103.3% |
| YTD | +83.8% | +0.3% | +83.5% | +82.0% |
| 1Y | +71.5% | +6.2% | +65.4% | +66.4% |
| 3Y | +172.2% | +30.9% | +141.2% | +144.4% |
| 5Y | +332.2% | +159.8% | +172.4% | +208.0% |
| All | +1,280.2% | +277.0% | +1,003.2% | +771.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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