+61.4%
AMAT vs PG
+15.9%
+45.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -0.5% |
| 7D | -11.2% | +5.7% | -16.9% | -6.7% |
| 30D | -31.9% | +15.4% | -47.3% | -22.8% |
| 3M | -32.3% | +13.8% | -46.1% | -23.9% |
| 6M | -5.4% | +18.3% | -23.7% | +9.5% |
| YTD | +44.3% | +20.1% | +24.1% | +78.1% |
| 1Y | +61.4% | +17.0% | +44.4% | +95.0% |
| All | +61.4% | +15.9% | +45.5% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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