+106.4%
AMCR vs PTC
+591.3%
-484.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.7% |
| 7D | -1.9% | -10.3% | +8.4% | -0.3% |
| 30D | -4.1% | +1.1% | -5.2% | -4.4% |
| 3M | +21.7% | +1.6% | +20.1% | +20.8% |
| 6M | +1.5% | -13.5% | +15.0% | +3.1% |
| YTD | +13.1% | -19.1% | +32.2% | +15.9% |
| 1Y | +16.5% | -33.9% | +50.4% | +23.2% |
| 3Y | +10.3% | -3.9% | +14.2% | +8.5% |
| 5Y | -7.7% | +6.0% | -13.7% | -11.6% |
| 10Y | +24.6% | +223.7% | -199.1% | +8.8% |
| All | +106.4% | +591.3% | -484.8% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PTC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling