+247.2%
AMAT vs PCAR
+168.1%
+79.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 6M | +27.4% | +0.4% | +27.0% | +26.7% |
| YTD | +77.6% | +14.8% | +62.7% | +60.3% |
| 1Y | +188.9% | +30.1% | +158.8% | +137.6% |
| 3Y | +202.3% | +66.7% | +135.6% | +96.6% |
| All | +247.2% | +168.1% | +79.1% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling