+1,280.2%
PANW vs ACWI
+230.9%
+1,049.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.9% |
| 7D | +2.0% | -1.9% | +3.9% | +4.1% |
| 30D | -11.8% | -1.3% | -10.5% | -10.5% |
| 3M | +28.6% | +5.0% | +23.6% | +22.5% |
| 6M | +104.4% | +11.7% | +92.7% | +81.7% |
| YTD | +83.8% | +13.0% | +70.8% | +61.0% |
| 1Y | +71.5% | +19.2% | +52.3% | +42.0% |
| 3Y | +172.2% | +75.0% | +97.1% | +51.5% |
| 5Y | +332.2% | +67.1% | +265.1% | +154.6% |
| All | +1,280.2% | +230.9% | +1,049.3% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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