+1,248.2%
PANW vs ARMK
+146.1%
+1,102.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.1% |
| 7D | -0.8% | +3.1% | -3.9% | -1.6% |
| 30D | -14.6% | -2.8% | -11.8% | -14.0% |
| 3M | +18.3% | +7.6% | +10.7% | +15.8% |
| 6M | +100.5% | +47.9% | +52.6% | +80.7% |
| YTD | +79.5% | +60.0% | +19.5% | +58.1% |
| 1Y | +66.7% | +52.2% | +14.5% | +48.5% |
| 3Y | +161.2% | +131.4% | +29.8% | +108.0% |
| 5Y | +322.2% | +163.2% | +159.0% | +223.8% |
| All | +1,248.2% | +146.1% | +1,102.2% | +969.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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