+1,370.8%
AMAT vs PG
+158.7%
+1,212.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.5% | +4.1% | -6.5% | -3.9% |
| 30D | -26.5% | +12.3% | -38.8% | -30.0% |
| 3M | -28.6% | +15.9% | -44.5% | -33.0% |
| 6M | -14.2% | +16.8% | -31.1% | -20.9% |
| YTD | +45.5% | +21.1% | +24.4% | +31.0% |
| 1Y | +59.3% | +19.3% | +40.1% | +44.1% |
| 3Y | +153.1% | +20.6% | +132.5% | +116.7% |
| 5Y | +158.2% | +30.7% | +127.5% | +105.6% |
| 10Y | +1,370.8% | +166.7% | +1,204.1% | +647.7% |
| All | +1,370.8% | +158.7% | +1,212.1% | +647.7% |
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