+61.4%
AMAT vs PCAR
+12.4%
+49.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -5.9% |
| 7D | -11.2% | +3.7% | -14.9% | -13.4% |
| 30D | -31.9% | -2.9% | -29.0% | -30.7% |
| 3M | -32.3% | -21.7% | -10.6% | -18.9% |
| 6M | -5.4% | -6.6% | +1.2% | -2.5% |
| YTD | +44.3% | -2.2% | +46.5% | +44.8% |
| 1Y | +61.4% | +12.2% | +49.1% | +52.1% |
| All | +61.4% | +12.4% | +49.0% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling