+61.4%
AMAT vs PPG
+38.5%
+22.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -5.0% |
| 7D | -11.2% | +7.5% | -18.7% | -13.7% |
| 30D | -31.9% | +20.9% | -52.8% | -37.0% |
| 3M | -32.3% | +8.7% | -41.1% | -34.5% |
| 6M | -5.4% | +23.8% | -29.2% | -14.2% |
| YTD | +44.3% | +26.5% | +17.7% | +24.6% |
| 1Y | +61.4% | +37.6% | +23.8% | +36.2% |
| All | +61.4% | +38.5% | +22.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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