+662.0%
PBR vs AMCR
+14.6%
+647.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.1% |
| 7D | +5.4% | -6.3% | +11.6% | +8.6% |
| 30D | +22.9% | -7.8% | +30.7% | +27.6% |
| 3M | +19.6% | +7.5% | +12.1% | +13.8% |
| 6M | +16.5% | +2.7% | +13.8% | +11.2% |
| YTD | +86.7% | +6.0% | +80.6% | +73.4% |
| 1Y | +74.7% | +7.8% | +66.9% | +60.1% |
| 3Y | +102.6% | +5.8% | +96.8% | +80.5% |
| 5Y | +566.6% | -11.6% | +578.2% | +544.6% |
| All | +662.0% | +14.6% | +647.4% | +455.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling