+96,674.4%
AMAT vs PCAR
+12,836.9%
+83,837.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -12.0% | -12.7% |
| 7D | -24.3% | +2.2% | -26.4% | -25.2% |
| 30D | -39.8% | -4.4% | -35.4% | -38.5% |
| 3M | -40.2% | -21.4% | -18.8% | -32.2% |
| 6M | -22.1% | -7.3% | -14.8% | -19.2% |
| YTD | +24.7% | -3.8% | +28.4% | +26.9% |
| 1Y | +33.3% | +6.3% | +27.0% | +28.4% |
| 3Y | +133.9% | +34.4% | +99.5% | +97.0% |
| 5Y | +117.1% | +109.2% | +7.8% | +44.9% |
| 10Y | +1,158.7% | +312.9% | +845.8% | +491.7% |
| All | +96,674.4% | +12,836.9% | +83,837.5% | +7,000.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling