+304.9%
PBR vs AMCR
+93.5%
+211.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.2% |
| 7D | +5.4% | -6.3% | +11.6% | +8.0% |
| 30D | +22.9% | -7.8% | +30.7% | +26.7% |
| 3M | +19.6% | +7.5% | +12.1% | +14.9% |
| 6M | +16.5% | +2.7% | +13.8% | +12.3% |
| YTD | +86.7% | +6.0% | +80.6% | +76.3% |
| 1Y | +74.7% | +7.8% | +66.9% | +63.3% |
| 3Y | +102.6% | +5.8% | +96.8% | +86.3% |
| 5Y | +566.6% | -11.6% | +578.2% | +555.2% |
| 10Y | +686.1% | +14.6% | +671.4% | +529.5% |
| All | +304.9% | +93.5% | +211.4% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling