+1,362.0%
AMAT vs PEG
+167.4%
+1,194.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | +19.3% | +2.3% | +17.0% | +18.2% |
| 30D | -17.9% | +6.1% | -24.1% | -20.3% |
| 3M | -30.4% | -0.5% | -29.9% | -30.5% |
| 6M | -11.4% | -3.2% | -8.3% | -10.8% |
| YTD | +48.8% | -4.4% | +53.2% | +50.4% |
| 1Y | +66.0% | -7.4% | +73.4% | +70.3% |
| 3Y | +158.8% | +33.9% | +124.9% | +118.5% |
| 5Y | +153.2% | +42.3% | +110.9% | +103.4% |
| All | +1,362.0% | +167.4% | +1,194.6% | +827.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling