+156.4%
AMAT vs PPL
+45.9%
+110.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.2% | +1.8% | -13.0% | -11.5% |
| 30D | -31.9% | +8.4% | -40.3% | -33.1% |
| 3M | -32.3% | +2.4% | -34.7% | -32.7% |
| 6M | -5.4% | -4.0% | -1.4% | -4.7% |
| YTD | +44.3% | +4.5% | +39.8% | +41.5% |
| 1Y | +61.4% | +1.7% | +59.6% | +59.4% |
| 3Y | +170.6% | +55.5% | +115.1% | +116.9% |
| 5Y | +156.4% | +47.0% | +109.4% | +111.9% |
| All | +156.4% | +45.9% | +110.6% | +111.9% |
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 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