+295.0%
PCAR vs AMP
+476.7%
-181.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +2.2% | -1.1% | +3.3% | +2.7% |
| 30D | +0.3% | +4.4% | -4.0% | -1.7% |
| 3M | -17.9% | -7.3% | -10.6% | -15.1% |
| 6M | -3.4% | +12.9% | -16.3% | -9.1% |
| YTD | -0.1% | +7.5% | -7.6% | -4.5% |
| 1Y | +13.4% | +13.3% | +0.1% | +5.7% |
| 3Y | +37.2% | +60.8% | -23.6% | +7.4% |
| 5Y | +117.3% | +82.7% | +34.7% | +56.9% |
| 10Y | +295.0% | +468.7% | -173.7% | +60.9% |
| All | +295.0% | +476.7% | -181.7% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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