+137,736.4%
AMAT vs PEP
+3,172.7%
+134,563.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | -14.8% | +0.2% | -15.0% | -15.0% |
| 3M | -9.3% | -1.1% | -8.2% | -10.3% |
| 6M | +27.4% | -13.5% | +40.9% | +32.5% |
| YTD | +77.6% | -1.2% | +78.8% | +74.1% |
| 1Y | +188.9% | -1.6% | +190.5% | +182.4% |
| 3Y | +202.3% | -12.5% | +214.8% | +202.6% |
| 5Y | +248.9% | +3.0% | +245.9% | +224.7% |
| 10Y | +1,585.2% | +73.9% | +1,511.3% | +1,190.1% |
| All | +137,736.4% | +3,172.7% | +134,563.7% | +33,511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling