+196.5%
AMAT vs PCOR
-10.0%
+206.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +19.7% | -23.0% | -8.4% |
| 7D | -11.2% | +21.8% | -33.0% | -16.3% |
| 30D | -31.9% | +39.5% | -71.4% | -38.3% |
| 3M | -32.3% | +35.2% | -67.6% | -38.8% |
| 6M | -5.4% | +21.7% | -27.1% | -13.1% |
| YTD | +44.3% | +3.9% | +40.3% | +37.5% |
| 1Y | +61.4% | +6.9% | +54.4% | +51.4% |
| 3Y | +170.6% | +44.8% | +125.8% | +116.5% |
| 5Y | +156.4% | -21.9% | +178.4% | +120.8% |
| All | +196.5% | -10.0% | +206.5% | +159.7% |
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