+164.8%
PANW vs ACM
-22.3%
+187.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | +2.0% | -3.7% | +5.7% | +3.0% |
| 30D | -13.0% | -12.7% | -0.3% | -10.1% |
| 3M | +28.6% | -9.8% | +38.4% | +31.2% |
| 6M | +103.0% | -31.4% | +134.4% | +125.3% |
| YTD | +81.9% | -32.1% | +114.0% | +100.7% |
| 1Y | +69.6% | -47.8% | +117.4% | +109.2% |
| All | +164.8% | -22.3% | +187.0% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling