+117.1%
AMAT vs PCG
+14.4%
+102.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -13.3% |
| 7D | -24.3% | 0.0% | -24.3% | -24.3% |
| 30D | -39.8% | +5.8% | -45.6% | -40.6% |
| 3M | -40.2% | -22.8% | -17.4% | -36.9% |
| 6M | -22.1% | -18.4% | -3.7% | -19.7% |
| YTD | +24.7% | -16.9% | +41.5% | +27.7% |
| 1Y | +33.3% | -17.6% | +50.9% | +36.6% |
| 3Y | +133.9% | -20.0% | +153.8% | +134.1% |
| 5Y | +117.1% | +16.0% | +101.0% | +75.4% |
| All | +117.1% | +14.4% | +102.7% | +75.4% |
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