+1,248.2%
PANW vs ACM
+134.0%
+1,114.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | -0.8% | -4.6% | +3.8% | +0.7% |
| 30D | -14.6% | +4.1% | -18.6% | -15.9% |
| 3M | +18.3% | -8.3% | +26.6% | +20.5% |
| 6M | +100.5% | -30.1% | +130.5% | +122.7% |
| YTD | +79.5% | -32.6% | +112.1% | +100.3% |
| 1Y | +66.7% | -49.6% | +116.3% | +106.0% |
| 3Y | +161.2% | -23.0% | +184.3% | +174.8% |
| 5Y | +322.2% | +2.0% | +320.2% | +302.3% |
| All | +1,248.2% | +134.0% | +1,114.2% | +855.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling