+66.9%
AMAT vs PPG
+28.6%
+38.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +11.4% | +0.7% | +10.6% | +11.2% |
| 30D | -17.0% | +17.6% | -34.6% | -22.2% |
| 3M | -30.6% | +7.5% | -38.1% | -32.4% |
| 6M | -14.9% | +17.6% | -32.6% | -21.0% |
| YTD | +44.7% | +22.6% | +22.1% | +28.6% |
| 1Y | +66.9% | +28.0% | +38.9% | +48.8% |
| All | +66.9% | +28.6% | +38.2% | +48.8% |
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