+24.0%
PBR vs AMCR
+5.1%
+18.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.0% |
| 7D | +4.2% | -5.0% | +9.2% | +2.4% |
| 30D | +22.7% | -8.0% | +30.7% | +19.1% |
| 3M | +21.5% | +14.3% | +7.2% | +27.4% |
| 6M | +24.0% | +5.3% | +18.7% | +28.0% |
| All | +24.0% | +5.1% | +18.9% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling