+137,736.4%
AMAT vs PEG
+2,907.1%
+134,829.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | -2.4% | -12.4% | -14.0% |
| 3M | -9.3% | -4.8% | -4.5% | -7.9% |
| 6M | +27.4% | -10.7% | +38.1% | +32.3% |
| YTD | +77.6% | -6.7% | +84.2% | +81.3% |
| 1Y | +188.9% | -6.8% | +195.8% | +194.5% |
| 3Y | +202.3% | +34.5% | +167.8% | +164.8% |
| 5Y | +248.9% | +35.8% | +213.1% | +201.8% |
| 10Y | +1,585.2% | +141.7% | +1,443.5% | +1,057.0% |
| All | +137,736.4% | +2,907.1% | +134,829.3% | +32,897.0% |
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