+268.9%
AMAT vs PPG
-18.4%
+287.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.7% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | -12.2% | -7.8% | -4.4% | -7.4% |
| 3M | -3.8% | -2.2% | -1.6% | -3.2% |
| 6M | +45.9% | +4.1% | +41.8% | +39.7% |
| YTD | +84.6% | +9.1% | +75.6% | +69.0% |
| 1Y | +193.4% | +1.0% | +192.4% | +182.2% |
| 3Y | +228.1% | -13.3% | +241.3% | +244.5% |
| 5Y | +268.9% | -19.2% | +288.1% | +285.4% |
| All | +268.9% | -18.4% | +287.3% | +285.4% |
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 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