+73.3%
PANW vs ACM
-45.8%
+119.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -10.3% | -3.7% | -6.6% | -10.0% |
| 30D | -8.1% | -11.1% | +3.0% | -7.1% |
| 3M | +19.3% | -8.0% | +27.3% | +20.2% |
| 6M | +110.2% | -29.7% | +139.8% | +118.7% |
| YTD | +80.9% | -29.4% | +110.3% | +87.4% |
| 1Y | +73.3% | -46.4% | +119.7% | +95.1% |
| All | +73.3% | -45.8% | +119.0% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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