+137,736.4%
AMAT vs PPG
+2,762.5%
+134,973.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.4% |
| 7D | -1.5% | -1.5% | 0.0% | -0.6% |
| 30D | -14.8% | -5.0% | -9.8% | -12.3% |
| 3M | -9.3% | +1.1% | -10.4% | -10.4% |
| 6M | +27.4% | -3.2% | +30.6% | +28.7% |
| YTD | +77.6% | +11.9% | +65.7% | +64.1% |
| 1Y | +188.9% | +5.3% | +183.6% | +174.8% |
| 3Y | +202.3% | -15.0% | +217.3% | +222.1% |
| 5Y | +248.9% | -19.6% | +268.5% | +282.9% |
| 10Y | +1,585.2% | +27.0% | +1,558.2% | +1,313.3% |
| All | +137,736.4% | +2,762.5% | +134,973.9% | +26,327.5% |
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