+137,736.4%
AMAT vs PNC
+4,099.5%
+133,636.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -14.8% | -3.8% | -11.0% | -13.4% |
| 3M | -9.3% | +9.0% | -18.3% | -12.8% |
| 6M | +27.4% | +16.6% | +10.7% | +19.2% |
| YTD | +77.6% | +20.4% | +57.1% | +63.7% |
| 1Y | +188.9% | +22.3% | +166.6% | +163.9% |
| 3Y | +202.3% | +124.5% | +77.7% | +111.4% |
| 5Y | +248.9% | +54.1% | +194.8% | +184.7% |
| 10Y | +1,585.2% | +276.3% | +1,309.0% | +848.5% |
| All | +137,736.4% | +4,099.5% | +133,636.9% | +22,967.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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