+1,707.5%
AMAT vs PG
+115.0%
+1,592.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | 0.0% |
| 7D | +6.9% | -3.4% | +10.3% | +8.4% |
| 30D | -10.1% | -2.6% | -7.5% | -9.3% |
| 3M | -6.0% | -3.3% | -2.6% | -5.7% |
| 6M | +38.6% | -6.7% | +45.4% | +41.0% |
| YTD | +83.1% | +1.7% | +81.3% | +77.4% |
| 1Y | +188.3% | -7.9% | +196.3% | +192.2% |
| 3Y | +225.3% | +0.9% | +224.4% | +200.1% |
| 5Y | +262.0% | +12.6% | +249.3% | +204.4% |
| 10Y | +1,707.5% | +117.2% | +1,590.3% | +907.4% |
| All | +1,707.5% | +115.0% | +1,592.4% | +907.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling