+1,111.0%
AMAT vs PPL
+62.9%
+1,048.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.9% |
| 7D | -24.3% | +1.0% | -25.3% | -24.7% |
| 30D | -39.8% | +6.8% | -46.6% | -41.6% |
| 3M | -40.2% | +3.9% | -44.0% | -41.3% |
| 6M | -22.1% | -2.0% | -20.1% | -22.2% |
| YTD | +24.7% | +5.3% | +19.4% | +20.2% |
| 1Y | +33.3% | +2.2% | +31.1% | +29.9% |
| 3Y | +133.9% | +56.7% | +77.1% | +79.5% |
| 5Y | +117.1% | +49.1% | +68.0% | +70.2% |
| All | +1,111.0% | +62.9% | +1,048.1% | +757.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling