+147.1%
AMAT vs PBR
+459.2%
-312.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -2.9% |
| 7D | +11.4% | -1.0% | +12.4% | +11.4% |
| 30D | -17.0% | -29.3% | +12.3% | -13.6% |
| 3M | -30.6% | +5.5% | -36.1% | -31.7% |
| 6M | -14.9% | -2.9% | -12.1% | -15.5% |
| YTD | +44.7% | +61.5% | -16.8% | +30.9% |
| 1Y | +66.9% | +46.9% | +20.0% | +53.4% |
| 3Y | +153.3% | +66.4% | +86.9% | +125.8% |
| All | +147.1% | +459.2% | -312.1% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling