+188.9%
AMAT vs PCOR
-14.7%
+203.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +3.7% |
| 7D | -1.5% | -9.0% | +7.5% | -2.8% |
| 30D | -14.8% | +4.2% | -19.0% | -14.1% |
| 3M | -9.3% | +14.4% | -23.7% | -3.6% |
| 6M | +27.4% | +0.2% | +27.2% | +35.3% |
| YTD | +77.6% | -20.3% | +97.8% | +96.9% |
| 1Y | +188.9% | -16.1% | +205.1% | +222.2% |
| All | +188.9% | -14.7% | +203.6% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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