+1,162.1%
AMAT vs PPL
+62.0%
+1,100.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | -14.7% | +0.4% | -15.1% | -14.9% |
| 30D | -36.1% | +5.4% | -41.5% | -37.7% |
| 3M | -36.9% | +4.3% | -41.1% | -38.2% |
| 6M | -22.2% | -1.3% | -20.9% | -22.5% |
| YTD | +29.9% | +4.7% | +25.2% | +25.5% |
| 1Y | +43.3% | +1.3% | +42.0% | +40.2% |
| 3Y | +142.7% | +57.2% | +85.4% | +85.8% |
| 5Y | +126.2% | +48.2% | +78.0% | +77.7% |
| All | +1,162.1% | +62.0% | +1,100.1% | +795.3% |
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