+1,315.3%
AMAT vs PNR
+119.7%
+1,195.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +9.4% |
| 7D | -1.1% | -0.5% | -0.6% | -0.6% |
| 30D | -26.9% | +34.4% | -61.4% | -40.5% |
| 3M | -31.2% | +2.4% | -33.6% | -33.3% |
| 6M | -14.7% | -7.8% | -6.9% | -13.0% |
| YTD | +44.7% | -31.6% | +76.3% | +80.0% |
| 1Y | +62.0% | -33.6% | +95.6% | +105.7% |
| 3Y | +165.0% | +19.9% | +145.0% | +117.7% |
| 5Y | +147.1% | +0.8% | +146.3% | +123.7% |
| 10Y | +1,315.3% | +113.4% | +1,201.8% | +732.7% |
| All | +1,315.3% | +119.7% | +1,195.6% | +732.7% |
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