+93.5%
AMCR vs PSLV
+81.9%
+11.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -6.3% | -3.5% | -2.8% | -5.8% |
| 30D | -7.8% | -2.1% | -5.7% | -7.6% |
| 3M | +7.5% | -1.6% | +9.2% | +7.5% |
| 6M | +2.7% | -25.5% | +28.2% | +6.2% |
| YTD | +6.0% | -11.4% | +17.4% | +5.6% |
| 1Y | +7.8% | +48.6% | -40.8% | -0.5% |
| 3Y | +5.8% | +166.9% | -161.1% | -11.0% |
| 5Y | -11.6% | +152.4% | -164.0% | -25.8% |
| 10Y | +14.6% | +187.8% | -173.1% | -8.4% |
| All | +93.5% | +81.9% | +11.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling