-5.4%
AMAT vs PCOR
+27.5%
-32.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +19.7% | -23.0% | +3.2% |
| 7D | -11.2% | +21.8% | -33.0% | -4.5% |
| 30D | -31.9% | +39.5% | -71.4% | -22.9% |
| 3M | -32.3% | +35.2% | -67.6% | -23.4% |
| 6M | -5.4% | +21.7% | -27.1% | +20.0% |
| All | -5.4% | +27.5% | -32.9% | +20.0% |
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