+126.3%
PAAS vs AMCR
-12.9%
+139.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.5% | +5.1% |
| 7D | +2.6% | -6.3% | +8.9% | +6.0% |
| 30D | +2.5% | -7.1% | +9.6% | +6.4% |
| 3M | +15.1% | +12.7% | +2.4% | +7.8% |
| 6M | -12.1% | +5.2% | -17.2% | -14.9% |
| YTD | +3.1% | +8.1% | -5.0% | -1.4% |
| 1Y | +50.8% | +10.0% | +40.8% | +42.7% |
| 3Y | +259.5% | +6.6% | +252.9% | +231.0% |
| 5Y | +126.3% | -11.4% | +137.7% | +139.8% |
| All | +126.3% | -12.9% | +139.2% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling