+126.7%
AMAT vs PPG
-16.6%
+143.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.7% |
| 7D | -14.7% | +2.4% | -17.1% | -16.3% |
| 30D | -36.1% | +16.5% | -52.6% | -42.6% |
| 3M | -36.9% | +5.1% | -42.0% | -39.4% |
| 6M | -22.2% | +11.1% | -33.3% | -28.8% |
| YTD | +29.9% | +21.7% | +8.3% | +9.7% |
| 1Y | +43.3% | +32.0% | +11.3% | +13.6% |
| 3Y | +142.7% | +2.8% | +139.9% | +124.8% |
| All | +126.7% | -16.6% | +143.3% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling