+1,162.1%
AMAT vs PCG
-77.4%
+1,239.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.5% |
| 7D | -14.7% | -1.6% | -13.1% | -14.5% |
| 30D | -36.1% | +1.4% | -37.5% | -36.2% |
| 3M | -36.9% | -23.4% | -13.5% | -35.0% |
| 6M | -22.2% | -19.4% | -2.8% | -20.6% |
| YTD | +29.9% | -18.5% | +48.4% | +32.2% |
| 1Y | +43.3% | -19.5% | +62.8% | +45.9% |
| 3Y | +142.7% | -21.0% | +163.7% | +146.0% |
| 5Y | +126.2% | +13.7% | +112.5% | +118.0% |
| All | +1,162.1% | -77.4% | +1,239.4% | +1,110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling