+247.2%
AMAT vs PCG
+58.3%
+188.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.8% |
| 7D | -1.5% | -13.9% | +12.3% | +1.3% |
| 30D | -14.8% | -16.9% | +2.1% | -11.7% |
| 3M | -9.3% | -14.7% | +5.5% | -7.1% |
| 6M | +27.4% | -23.8% | +51.2% | +34.8% |
| YTD | +77.6% | -10.5% | +88.1% | +78.9% |
| 1Y | +188.9% | -5.1% | +194.1% | +184.3% |
| 3Y | +202.3% | -11.6% | +213.9% | +194.0% |
| All | +247.2% | +58.3% | +188.9% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling