+1,321.9%
AMAT vs PNR
+99.2%
+1,222.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.9% |
| 7D | +11.4% | +0.3% | +11.1% | +11.3% |
| 30D | -17.0% | +31.7% | -48.8% | -31.7% |
| 3M | -30.6% | +2.6% | -33.3% | -32.8% |
| 6M | -14.9% | -6.4% | -8.6% | -14.2% |
| YTD | +44.7% | -33.4% | +78.1% | +83.5% |
| 1Y | +66.9% | -35.1% | +102.0% | +115.2% |
| 3Y | +153.3% | +17.1% | +136.2% | +110.8% |
| 5Y | +146.2% | -3.5% | +149.8% | +129.2% |
| All | +1,321.9% | +99.2% | +1,222.7% | +706.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling