+265.0%
AMAT vs PCOR
-30.9%
+295.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +5.5% |
| 7D | -1.5% | -9.0% | +7.5% | +1.1% |
| 30D | -14.8% | +4.2% | -19.0% | -16.2% |
| 3M | -9.3% | +14.4% | -23.7% | -14.2% |
| 6M | +27.4% | +0.2% | +27.2% | +22.8% |
| YTD | +77.6% | -20.3% | +97.8% | +84.2% |
| 1Y | +188.9% | -16.1% | +205.1% | +191.6% |
| 3Y | +202.3% | -14.7% | +217.0% | +187.8% |
| 5Y | +248.9% | -43.2% | +292.1% | +225.3% |
| All | +265.0% | -30.9% | +295.9% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling