+9.6%
AMCR vs PTC
-8.0%
+17.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.1% |
| 7D | -1.8% | -12.8% | +11.0% | -0.2% |
| 30D | -6.0% | -9.8% | +3.8% | -4.9% |
| 3M | +18.9% | -2.1% | +21.0% | +18.5% |
| 6M | +5.7% | -18.1% | +23.8% | +8.2% |
| YTD | +11.1% | -23.5% | +34.6% | +15.0% |
| 1Y | +12.7% | -37.4% | +50.1% | +21.3% |
| 3Y | +9.6% | -7.2% | +16.8% | -2.0% |
| All | +9.6% | -8.0% | +17.6% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling