+72.9%
PBR vs AMCR
+32.3%
+40.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -6.3% |
| 7D | -11.0% | +6.2% | -17.2% | -9.9% |
| 30D | -18.8% | +16.0% | -34.8% | -16.5% |
| 3M | +7.8% | +4.4% | +3.5% | +8.9% |
| 6M | -7.6% | +35.5% | -43.1% | -3.5% |
| YTD | +72.7% | +21.5% | +51.1% | +77.2% |
| 1Y | +72.9% | +30.7% | +42.2% | +67.8% |
| All | +72.9% | +32.3% | +40.7% | +67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling