+33.3%
AMAT vs PCG
-17.3%
+50.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -13.6% |
| 7D | -24.3% | 0.0% | -24.3% | -24.3% |
| 30D | -39.8% | +5.8% | -45.6% | -39.6% |
| 3M | -40.2% | -22.8% | -17.4% | -40.9% |
| 6M | -22.1% | -18.4% | -3.7% | -22.5% |
| YTD | +24.7% | -16.9% | +41.5% | +34.6% |
| 1Y | +33.3% | -17.6% | +50.9% | +43.6% |
| All | +33.3% | -17.3% | +50.5% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling