+43.3%
AMAT vs PEG
-6.5%
+49.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.2% |
| 7D | -14.7% | -2.3% | -12.4% | -14.7% |
| 30D | -36.1% | +1.2% | -37.3% | -36.1% |
| 3M | -36.9% | -2.4% | -34.5% | -36.5% |
| 6M | -22.2% | -6.9% | -15.3% | -21.9% |
| YTD | +29.9% | -7.2% | +37.1% | +28.2% |
| 1Y | +43.3% | -8.9% | +52.1% | +41.9% |
| All | +43.3% | -6.5% | +49.7% | +41.9% |
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 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