+172.6%
PANW vs ARM
+371.0%
-198.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +2.0% | +12.5% | -10.5% | +0.2% |
| 30D | -13.0% | -1.4% | -11.6% | -12.8% |
| 3M | +28.6% | -18.7% | +47.3% | +31.0% |
| 6M | +103.0% | +124.6% | -21.7% | +75.0% |
| YTD | +81.9% | +141.7% | -59.8% | +54.5% |
| 1Y | +69.6% | +87.7% | -18.0% | +49.6% |
| All | +172.6% | +371.0% | -198.4% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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