+262.0%
AMAT vs PG
+12.2%
+249.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +6.9% | -3.4% | +10.3% | +7.0% |
| 30D | -10.1% | -2.6% | -7.5% | -10.0% |
| 3M | -6.0% | -3.3% | -2.6% | -6.1% |
| 6M | +38.6% | -6.7% | +45.4% | +39.2% |
| YTD | +83.1% | +1.7% | +81.3% | +81.0% |
| 1Y | +188.3% | -7.9% | +196.3% | +191.1% |
| 3Y | +225.3% | +0.9% | +224.4% | +207.2% |
| 5Y | +262.0% | +12.6% | +249.3% | +213.3% |
| All | +262.0% | +12.2% | +249.8% | +213.3% |
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