+1,370.8%
AMAT vs PEG
+159.1%
+1,211.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.5% | +2.6% | -5.0% | -3.5% |
| 30D | -26.5% | +3.3% | -29.8% | -27.7% |
| 3M | -28.6% | +1.1% | -29.6% | -29.1% |
| 6M | -14.2% | -1.4% | -12.8% | -14.4% |
| YTD | +45.5% | -4.6% | +50.1% | +47.2% |
| 1Y | +59.3% | -7.2% | +66.6% | +63.3% |
| 3Y | +153.1% | +33.7% | +119.4% | +113.9% |
| 5Y | +158.2% | +40.8% | +117.3% | +108.7% |
| 10Y | +1,370.8% | +162.8% | +1,208.0% | +843.8% |
| All | +1,370.8% | +159.1% | +1,211.7% | +843.8% |
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