+247.2%
AMAT vs PNR
-17.2%
+264.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | -1.5% | -2.4% | +0.9% | 0.0% |
| 30D | -14.8% | -12.8% | -2.0% | -7.2% |
| 3M | -9.3% | -17.0% | +7.7% | +0.3% |
| 6M | +27.4% | -37.4% | +64.8% | +72.2% |
| YTD | +77.6% | -41.6% | +119.2% | +149.9% |
| 1Y | +188.9% | -44.6% | +233.6% | +323.2% |
| 3Y | +202.3% | -12.1% | +214.4% | +205.6% |
| All | +247.2% | -17.2% | +264.4% | +241.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling