+1,607.1%
AMAT vs PPG
+26.3%
+1,580.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -1.8% |
| 7D | +4.2% | -5.1% | +9.3% | +7.9% |
| 30D | -13.5% | -9.6% | -4.0% | -7.5% |
| 3M | -8.6% | -6.4% | -2.1% | -5.0% |
| 6M | +31.6% | +0.5% | +31.1% | +29.2% |
| YTD | +77.3% | +4.4% | +72.9% | +67.8% |
| 1Y | +179.4% | -0.9% | +180.3% | +172.4% |
| 3Y | +215.0% | -17.0% | +232.0% | +242.1% |
| 5Y | +245.8% | -23.7% | +269.4% | +292.6% |
| All | +1,607.1% | +26.3% | +1,580.7% | +1,239.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling