-22.2%
AMAT vs PNR
-13.1%
-9.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.3% |
| 7D | -14.7% | +2.8% | -17.5% | -14.5% |
| 30D | -36.1% | +31.2% | -67.3% | -36.1% |
| 3M | -36.9% | -2.1% | -34.8% | -35.5% |
| 6M | -22.2% | -14.0% | -8.2% | -17.7% |
| All | -22.2% | -13.1% | -9.1% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling