+43.3%
AMAT vs PPL
+1.2%
+42.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.0% |
| 7D | -14.7% | +0.4% | -15.1% | -14.5% |
| 30D | -36.1% | +5.4% | -41.5% | -34.8% |
| 3M | -36.9% | +4.3% | -41.1% | -35.7% |
| 6M | -22.2% | -1.3% | -20.9% | -21.3% |
| YTD | +29.9% | +4.7% | +25.2% | +32.2% |
| 1Y | +43.3% | +1.3% | +42.0% | +47.9% |
| All | +43.3% | +1.2% | +42.1% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling