+193.4%
AMAT vs PNR
-46.4%
+239.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.0% |
| 7D | +7.0% | -3.0% | +10.0% | +8.2% |
| 30D | -12.2% | -14.9% | +2.7% | -6.5% |
| 3M | -3.8% | -19.0% | +15.2% | +4.3% |
| 6M | +45.9% | -35.9% | +81.9% | +82.9% |
| YTD | +84.6% | -43.1% | +127.8% | +146.5% |
| 1Y | +193.4% | -46.4% | +239.8% | +319.7% |
| All | +193.4% | -46.4% | +239.7% | +319.7% |
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 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