+66.7%
PANW vs ACM
-48.8%
+115.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | -0.8% | -4.6% | +3.8% | -0.4% |
| 30D | -14.6% | +4.1% | -18.6% | -14.9% |
| 3M | +18.3% | -8.3% | +26.6% | +19.0% |
| 6M | +100.5% | -30.1% | +130.5% | +108.1% |
| YTD | +79.5% | -32.6% | +112.1% | +86.6% |
| 1Y | +66.7% | -49.6% | +116.3% | +88.3% |
| All | +66.7% | -48.8% | +115.5% | +88.3% |
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