-22.1%
AMAT vs PCOR
+41.7%
-63.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | 0.0% | -13.6% | -13.6% |
| 7D | -24.3% | +23.7% | -48.0% | -18.3% |
| 30D | -39.8% | +39.0% | -78.8% | -32.1% |
| 3M | -40.2% | +35.8% | -75.9% | -32.2% |
| 6M | -22.1% | +38.2% | -60.3% | +4.2% |
| All | -22.1% | +41.7% | -63.8% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling