+66.0%
AMAT vs PNR
-36.2%
+102.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.1% |
| 7D | +19.3% | -2.3% | +21.7% | +20.1% |
| 30D | -17.9% | +29.3% | -47.2% | -23.6% |
| 3M | -30.4% | +4.1% | -34.5% | -30.3% |
| 6M | -11.4% | -8.6% | -2.8% | -6.3% |
| YTD | +48.8% | -33.6% | +82.4% | +85.8% |
| 1Y | +66.0% | -36.4% | +102.4% | +113.0% |
| All | +66.0% | -36.2% | +102.2% | +113.0% |
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