+117.1%
AMAT vs PPL
+47.7%
+69.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.7% |
| 7D | -24.3% | +1.0% | -25.3% | -24.5% |
| 30D | -39.8% | +6.8% | -46.6% | -40.6% |
| 3M | -40.2% | +3.9% | -44.0% | -40.7% |
| 6M | -22.1% | -2.0% | -20.1% | -21.9% |
| YTD | +24.7% | +5.3% | +19.4% | +22.1% |
| 1Y | +33.3% | +2.2% | +31.1% | +31.6% |
| 3Y | +133.9% | +56.7% | +77.1% | +87.0% |
| 5Y | +117.1% | +49.1% | +68.0% | +78.1% |
| All | +117.1% | +47.7% | +69.4% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling