+1,587.5%
AMAT vs PPL
+54.8%
+1,532.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +2.7% | -4.2% | -2.6% |
| 30D | -14.8% | +0.5% | -15.3% | -15.0% |
| 3M | -9.3% | +0.7% | -9.9% | -10.0% |
| 6M | +27.4% | -7.6% | +35.0% | +30.5% |
| YTD | +77.6% | +1.8% | +75.7% | +74.2% |
| 1Y | +188.9% | -0.8% | +189.7% | +185.4% |
| 3Y | +202.3% | +56.9% | +145.4% | +130.9% |
| 5Y | +248.9% | +39.5% | +209.4% | +182.7% |
| All | +1,587.5% | +54.8% | +1,532.6% | +1,126.9% |
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