+100.2%
AMCR vs PTC
+591.3%
-491.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | -33.9% | +46.9% | +19.4% |
| 3Y | +6.9% | -3.9% | +10.8% | +5.3% |
| 5Y | -10.5% | +6.0% | -16.5% | -14.3% |
| 10Y | +20.9% | +223.7% | -202.9% | +5.5% |
| All | +100.2% | +591.3% | -491.1% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling