+228.1%
AMAT vs PG
+2.7%
+225.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +3.7% |
| 7D | +7.0% | -0.4% | +7.4% | +6.8% |
| 30D | -12.2% | -0.1% | -12.1% | -12.1% |
| 3M | -3.8% | +1.1% | -4.9% | -3.1% |
| 6M | +45.9% | -3.8% | +49.7% | +45.2% |
| YTD | +84.6% | +3.8% | +80.8% | +88.4% |
| 1Y | +193.4% | -5.8% | +199.1% | +195.1% |
| 3Y | +228.1% | +3.0% | +225.1% | +247.4% |
| All | +228.1% | +2.7% | +225.4% | +247.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling