+37.3%
PCAR vs AMP
+61.1%
-23.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +1.9% |
| 7D | +2.9% | +3.1% | -0.2% | +1.4% |
| 30D | -2.1% | +3.9% | -6.0% | -4.0% |
| 3M | -20.4% | -5.8% | -14.6% | -18.2% |
| 6M | -7.0% | +12.1% | -19.0% | -12.3% |
| YTD | -2.6% | +7.1% | -9.7% | -7.1% |
| 1Y | +9.8% | +14.2% | -4.4% | +1.2% |
| 3Y | +37.3% | +62.5% | -25.2% | -1.1% |
| All | +37.3% | +61.1% | -23.9% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling