+188.9%
AMAT vs PCAR
+32.4%
+156.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.1% |
| 30D | -14.8% | -6.2% | -8.6% | -10.7% |
| 3M | -9.3% | +5.9% | -15.2% | -13.6% |
| 6M | +27.4% | +0.4% | +27.0% | +24.9% |
| YTD | +77.6% | +14.8% | +62.7% | +62.9% |
| 1Y | +188.9% | +30.1% | +158.8% | +155.2% |
| All | +188.9% | +32.4% | +156.6% | +155.2% |
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