+1,112.8%
PCAR vs AMP
+2,123.7%
-1,010.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -6.2% | -0.1% | -6.1% | -6.3% |
| 3M | +5.9% | +23.6% | -17.7% | -5.1% |
| 6M | +0.4% | +20.4% | -20.0% | -9.1% |
| YTD | +14.8% | +15.4% | -0.6% | +5.5% |
| 1Y | +30.1% | +11.0% | +19.1% | +21.7% |
| 3Y | +66.7% | +70.5% | -3.8% | +23.8% |
| 5Y | +166.1% | +121.4% | +44.7% | +69.0% |
| 10Y | +353.7% | +575.6% | -221.9% | +44.1% |
| All | +1,112.8% | +2,123.7% | -1,010.9% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling