-8.7%
AMCR vs PTC
-0.9%
-7.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.1% |
| 7D | -6.3% | -13.6% | +7.3% | -3.5% |
| 30D | -7.1% | -14.7% | +7.5% | -4.3% |
| 3M | +12.7% | -5.9% | +18.6% | +13.2% |
| 6M | +5.2% | -21.1% | +26.3% | +9.7% |
| YTD | +8.1% | -26.0% | +34.1% | +14.2% |
| 1Y | +11.7% | -36.8% | +48.6% | +22.6% |
| 3Y | +9.9% | -10.3% | +20.2% | +6.3% |
| 5Y | -8.7% | +1.2% | -9.8% | -16.7% |
| All | -8.7% | -0.9% | -7.7% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling