+542.7%
PBR vs AMCR
-12.3%
+555.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +5.4% | -6.3% | +11.6% | +6.7% |
| 30D | +22.9% | -7.8% | +30.7% | +24.8% |
| 3M | +19.6% | +7.5% | +12.1% | +16.9% |
| 6M | +16.5% | +2.7% | +13.8% | +14.6% |
| YTD | +86.7% | +6.0% | +80.6% | +80.8% |
| 1Y | +74.7% | +7.8% | +66.9% | +68.0% |
| 3Y | +102.6% | +5.8% | +96.8% | +92.7% |
| All | +542.7% | -12.3% | +555.0% | +566.0% |
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