+137,736.4%
AMAT vs PNR
+3,652.8%
+134,083.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | -2.4% | +0.9% | -0.4% |
| 30D | -14.8% | -12.8% | -2.0% | -9.6% |
| 3M | -9.3% | -17.0% | +7.7% | -2.7% |
| 6M | +27.4% | -37.4% | +64.8% | +55.4% |
| YTD | +77.6% | -41.6% | +119.2% | +122.5% |
| 1Y | +188.9% | -44.6% | +233.6% | +271.3% |
| 3Y | +202.3% | -12.1% | +214.4% | +213.7% |
| 5Y | +248.9% | -17.4% | +266.3% | +271.8% |
| 10Y | +1,585.2% | +64.0% | +1,521.2% | +1,232.0% |
| All | +137,736.4% | +3,652.8% | +134,083.6% | +39,080.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling