+137,736.4%
AMAT vs PG
+4,035.3%
+133,701.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | -14.8% | -0.2% | -14.6% | -14.8% |
| 3M | -9.3% | +4.8% | -14.1% | -12.1% |
| 6M | +27.4% | -6.1% | +33.5% | +29.1% |
| YTD | +77.6% | +4.5% | +73.1% | +71.2% |
| 1Y | +188.9% | -5.3% | +194.2% | +188.7% |
| 3Y | +202.3% | +2.6% | +199.7% | +185.2% |
| 5Y | +248.9% | +15.6% | +233.3% | +210.6% |
| 10Y | +1,585.2% | +118.0% | +1,467.2% | +1,047.5% |
| All | +137,736.4% | +4,035.3% | +133,701.1% | +21,100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling