+100,756.0%
AMAT vs PNR
+4,166.7%
+96,589.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.3% |
| 7D | -14.7% | +2.8% | -17.5% | -16.0% |
| 30D | -36.1% | +31.2% | -67.3% | -44.0% |
| 3M | -36.9% | -2.1% | -34.8% | -37.1% |
| 6M | -22.2% | -14.0% | -8.2% | -18.8% |
| YTD | +29.9% | -33.6% | +63.5% | +52.1% |
| 1Y | +43.3% | -35.2% | +78.4% | +69.6% |
| 3Y | +142.7% | +15.8% | +126.8% | +120.8% |
| 5Y | +126.2% | -1.8% | +128.1% | +121.1% |
| 10Y | +1,211.7% | +117.0% | +1,094.8% | +815.1% |
| All | +100,756.0% | +4,166.7% | +96,589.4% | +26,686.0% |
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 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