+1,370.8%
AMAT vs PBR
+499.6%
+871.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.5% | -13.3% | +10.8% | +1.0% |
| 30D | -26.5% | -27.7% | +1.2% | -20.9% |
| 3M | -28.6% | +2.7% | -31.2% | -29.9% |
| 6M | -14.2% | -6.7% | -7.5% | -14.2% |
| YTD | +45.5% | +60.9% | -15.5% | +25.0% |
| 1Y | +59.3% | +46.6% | +12.7% | +40.1% |
| 3Y | +153.1% | +69.1% | +84.0% | +110.4% |
| 5Y | +158.2% | +469.6% | -311.5% | +43.3% |
| 10Y | +1,370.8% | +523.4% | +847.4% | +612.6% |
| All | +1,370.8% | +499.6% | +871.2% | +612.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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