+1,170.8%
AMAT vs PNR
+113.2%
+1,057.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.7% |
| 7D | -14.7% | +2.8% | -17.5% | -16.5% |
| 30D | -36.1% | +31.2% | -67.3% | -47.2% |
| 3M | -36.9% | -2.1% | -34.8% | -37.1% |
| 6M | -22.2% | -14.0% | -8.2% | -17.1% |
| YTD | +29.9% | -33.6% | +63.5% | +64.5% |
| 1Y | +43.3% | -35.2% | +78.4% | +84.4% |
| 3Y | +142.7% | +15.8% | +126.8% | +103.7% |
| 5Y | +126.2% | -1.8% | +128.1% | +107.9% |
| All | +1,170.8% | +113.2% | +1,057.6% | +661.1% |
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