-5.1%
PCG vs AMCR
+11.5%
-16.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | -13.9% | -3.3% | -10.6% | -13.1% |
| 30D | -16.9% | -5.4% | -11.4% | -15.7% |
| 3M | -14.7% | +20.0% | -34.7% | -18.8% |
| 6M | -23.8% | 0.0% | -23.9% | -23.4% |
| YTD | -10.5% | +11.5% | -22.0% | -12.4% |
| 1Y | -5.1% | +11.4% | -16.5% | -5.9% |
| All | -5.1% | +11.5% | -16.6% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling