-22.1%
AMAT vs PEP
-5.4%
-16.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.2% |
| 7D | -24.3% | +6.7% | -31.0% | -15.0% |
| 30D | -39.8% | +13.5% | -53.3% | -24.3% |
| 3M | -40.2% | +3.9% | -44.1% | -36.0% |
| 6M | -22.1% | -6.0% | -16.1% | -21.5% |
| All | -22.1% | -5.4% | -16.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 6mo: compounded portfolio wealth divided by compounded PEP 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…
6mo analysis · Full analysis span regression · 6 months rolling