+117.1%
AMAT vs PWR
+349.5%
-232.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.3% | -1.3% | -4.9% |
| 7D | -24.3% | -19.9% | -4.4% | -11.8% |
| 30D | -39.8% | -29.3% | -10.5% | -23.4% |
| 3M | -40.2% | -25.5% | -14.7% | -26.8% |
| 6M | -22.1% | -34.0% | +11.9% | +4.6% |
| YTD | +24.7% | +20.7% | +4.0% | +11.8% |
| 1Y | +33.3% | +12.3% | +20.9% | +25.1% |
| 3Y | +133.9% | +201.9% | -68.0% | +10.5% |
| 5Y | +117.1% | +336.8% | -219.7% | -26.9% |
| All | +117.1% | +349.5% | -232.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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