+247.2%
AMAT vs PCOR
-43.0%
+290.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +5.6% |
| 7D | -1.5% | -9.0% | +7.5% | +1.2% |
| 30D | -14.8% | +4.2% | -19.0% | -16.3% |
| 3M | -9.3% | +14.4% | -23.7% | -14.4% |
| 6M | +27.4% | +0.2% | +27.2% | +22.6% |
| YTD | +77.6% | -20.3% | +97.8% | +84.5% |
| 1Y | +188.9% | -16.1% | +205.1% | +191.6% |
| 3Y | +202.3% | -14.7% | +217.0% | +186.3% |
| All | +247.2% | -43.0% | +290.2% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling