+339.5%
PAAS vs AMCR
+106.4%
+233.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | +6.8% | -4.1% | +10.9% | +8.3% |
| 3M | -2.9% | +21.7% | -24.6% | -9.1% |
| 6M | -16.4% | +1.5% | -17.9% | -17.1% |
| YTD | 0.0% | +13.1% | -13.1% | -3.9% |
| 1Y | +54.3% | +16.5% | +37.8% | +46.8% |
| 3Y | +230.7% | +10.3% | +220.4% | +216.4% |
| 5Y | +111.6% | -7.7% | +119.3% | +112.5% |
| 10Y | +211.7% | +24.6% | +187.1% | +183.5% |
| All | +339.5% | +106.4% | +233.0% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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 2026-09-07 analysis · Full analysis span regression · 6 months rolling