+100,756.0%
AMAT vs PEG
+2,889.6%
+97,866.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -14.7% | -2.3% | -12.4% | -14.0% |
| 30D | -36.1% | +1.2% | -37.3% | -36.5% |
| 3M | -36.9% | -2.4% | -34.5% | -36.5% |
| 6M | -22.2% | -6.9% | -15.3% | -20.6% |
| YTD | +29.9% | -7.2% | +37.1% | +32.6% |
| 1Y | +43.3% | -8.9% | +52.1% | +47.1% |
| 3Y | +142.7% | +27.1% | +115.5% | +117.1% |
| 5Y | +126.2% | +33.8% | +92.4% | +96.4% |
| 10Y | +1,211.7% | +150.2% | +1,061.6% | +787.9% |
| All | +100,756.0% | +2,889.6% | +97,866.5% | +24,026.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling