+61.4%
AMAT vs PNR
-31.2%
+92.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -4.0% |
| 7D | -11.2% | +11.9% | -23.1% | -13.8% |
| 30D | -31.9% | +37.1% | -69.0% | -37.8% |
| 3M | -32.3% | +5.7% | -38.0% | -32.2% |
| 6M | -5.4% | -5.7% | +0.3% | -0.1% |
| YTD | +44.3% | -29.8% | +74.1% | +78.0% |
| 1Y | +61.4% | -31.8% | +93.2% | +104.0% |
| All | +61.4% | -31.2% | +92.5% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling