-22.1%
AMAT vs PPL
-3.2%
-18.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.0% |
| 7D | -24.3% | +1.0% | -25.3% | -23.6% |
| 30D | -39.8% | +6.8% | -46.6% | -37.0% |
| 3M | -40.2% | +3.9% | -44.0% | -38.4% |
| 6M | -22.1% | -2.0% | -20.1% | -19.2% |
| All | -22.1% | -3.2% | -18.9% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling