+43.3%
AMAT vs PCAR
+3.7%
+39.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.7% |
| 7D | -14.7% | +0.1% | -14.8% | -14.8% |
| 30D | -36.1% | -4.6% | -31.5% | -34.4% |
| 3M | -36.9% | -22.6% | -14.3% | -24.2% |
| 6M | -22.2% | -12.0% | -10.2% | -16.6% |
| YTD | +29.9% | -6.1% | +36.0% | +35.2% |
| 1Y | +43.3% | +6.3% | +36.9% | +45.6% |
| All | +43.3% | +3.7% | +39.6% | +45.6% |
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