+167.1%
AMAT vs PCOR
-10.3%
+177.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -14.7% | +22.7% | -37.4% | -19.8% |
| 30D | -36.1% | +37.5% | -73.6% | -41.9% |
| 3M | -36.9% | +35.2% | -72.1% | -42.9% |
| 6M | -22.2% | +42.2% | -64.4% | -31.8% |
| YTD | +29.9% | +3.6% | +26.4% | +23.9% |
| 1Y | +43.3% | -4.8% | +48.0% | +41.1% |
| 3Y | +142.7% | +48.3% | +94.3% | +92.4% |
| 5Y | +126.2% | -20.1% | +146.3% | +94.1% |
| All | +167.1% | -10.3% | +177.4% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling