Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AMCR vs PCOR✓SelectedUSD · PCORAMCR vs PCOR performance historyLatest closeAs of-1.79%09/08
Stock and ETF performance explorer

AMCR vs PCOR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-6.1%
PCOR return
-33.1%
Excess return
+27.0%
Maximum drawdown
-36.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPCORExcessAlpha
1D-1.8%-3.2%+1.4%-1.5%
7D-1.8%-6.9%+5.1%-1.1%
30D-6.0%-1.5%-4.5%-5.9%
3M+18.9%+18.5%+0.4%+16.4%
6M+5.7%-4.7%+10.3%+5.3%
YTD+11.1%-22.8%+33.9%+13.3%
1Y+12.7%-20.7%+33.4%+14.2%
3Y+9.6%-14.6%+24.1%+7.5%
5Y-10.3%-40.7%+30.4%-14.7%
All-6.1%-33.1%+27.0%-9.8%

Cumulative growth

Daily Returns

Daily percentage return beside PCOR.

Daily Out/Under-Performance

Portfolio return minus PCOR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…

10y analysis · Full analysis span regression · 6 months rolling