+1,315.3%
AMAT vs PEG
+155.4%
+1,159.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.3% | +8.0% | +9.9% |
| 7D | -1.1% | +0.9% | -1.9% | -1.4% |
| 30D | -26.9% | +3.8% | -30.7% | -28.2% |
| 3M | -31.2% | +0.1% | -31.3% | -31.4% |
| 6M | -14.7% | -1.0% | -13.7% | -15.0% |
| YTD | +44.7% | -4.1% | +48.8% | +46.1% |
| 1Y | +62.0% | -6.9% | +68.8% | +65.7% |
| 3Y | +165.0% | +35.6% | +129.3% | +122.4% |
| 5Y | +147.1% | +42.8% | +104.3% | +98.2% |
| 10Y | +1,315.3% | +160.2% | +1,155.1% | +791.2% |
| All | +1,315.3% | +155.4% | +1,159.8% | +791.2% |
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