+147.1%
AMAT vs PG
+32.0%
+115.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.6% | +11.4% |
| 7D | -1.1% | +2.9% | -4.0% | -0.9% |
| 30D | -26.9% | +12.0% | -39.0% | -26.7% |
| 3M | -31.2% | +16.2% | -47.4% | -31.0% |
| 6M | -14.7% | +16.6% | -31.3% | -14.7% |
| YTD | +44.7% | +20.9% | +23.8% | +43.5% |
| 1Y | +62.0% | +17.8% | +44.1% | +61.2% |
| 3Y | +165.0% | +21.2% | +143.8% | +149.4% |
| 5Y | +147.1% | +31.7% | +115.4% | +113.8% |
| All | +147.1% | +32.0% | +115.1% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling