-59.3%
PCG vs AMCR
+106.4%
-165.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -13.9% | -1.9% | -12.0% | -13.3% |
| 30D | -16.9% | -4.1% | -12.8% | -15.7% |
| 3M | -14.7% | +21.7% | -36.4% | -20.2% |
| 6M | -23.8% | +1.5% | -25.3% | -24.7% |
| YTD | -10.5% | +13.1% | -23.6% | -14.9% |
| 1Y | -5.1% | +16.5% | -21.6% | -10.8% |
| 3Y | -11.6% | +10.3% | -21.9% | -16.6% |
| 5Y | +59.0% | -7.7% | +66.7% | +58.1% |
| 10Y | -75.7% | +24.6% | -100.4% | -79.0% |
| All | -59.3% | +106.4% | -165.7% | -64.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling