+163.9%
PCAR vs AMP
+120.7%
+43.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -6.9% | -1.0% | -5.9% | -6.5% |
| 3M | +2.1% | +23.2% | -21.1% | -8.3% |
| 6M | +1.6% | +20.4% | -18.8% | -7.9% |
| YTD | +12.2% | +13.6% | -1.4% | +4.0% |
| 1Y | +28.0% | +13.4% | +14.7% | +18.7% |
| 3Y | +61.0% | +66.5% | -5.5% | +20.4% |
| 5Y | +163.9% | +120.2% | +43.7% | +62.1% |
| All | +163.9% | +120.7% | +43.3% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling