+61.4%
AMAT vs PEG
-6.2%
+67.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.2% |
| 7D | -11.2% | +1.0% | -12.2% | -11.2% |
| 30D | -31.9% | +6.6% | -38.5% | -32.0% |
| 3M | -32.3% | -3.1% | -29.2% | -32.1% |
| 6M | -5.4% | -7.4% | +2.0% | -5.2% |
| YTD | +44.3% | -6.4% | +50.7% | +43.5% |
| 1Y | +61.4% | -7.4% | +68.8% | +59.5% |
| All | +61.4% | -6.2% | +67.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling