+100,756.0%
AMAT vs PPG
+3,013.1%
+97,743.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | -14.7% | +2.4% | -17.1% | -16.1% |
| 30D | -36.1% | +16.5% | -52.6% | -41.7% |
| 3M | -36.9% | +5.1% | -42.0% | -39.1% |
| 6M | -22.2% | +11.1% | -33.3% | -27.7% |
| YTD | +29.9% | +21.7% | +8.3% | +13.7% |
| 1Y | +43.3% | +32.0% | +11.3% | +19.4% |
| 3Y | +142.7% | +2.8% | +139.9% | +130.8% |
| 5Y | +126.2% | -16.5% | +142.8% | +141.7% |
| 10Y | +1,211.7% | +59.3% | +1,152.4% | +868.7% |
| All | +100,756.0% | +3,013.1% | +97,743.0% | +18,206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling