-22.2%
AMAT vs PSA
+13.4%
-35.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +3.4% |
| 7D | -14.7% | +3.9% | -18.6% | -11.6% |
| 30D | -36.1% | +19.7% | -55.8% | -25.4% |
| 3M | -36.9% | +4.3% | -41.1% | -34.1% |
| 6M | -22.2% | +11.4% | -33.6% | -17.2% |
| All | -22.2% | +13.4% | -35.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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