-75.3%
PCG vs AMCR
+16.8%
-92.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.5% | -3.1% |
| 7D | +6.5% | -6.3% | +12.7% | +9.3% |
| 30D | -16.7% | -7.1% | -9.6% | -14.1% |
| 3M | -14.2% | +12.7% | -26.8% | -18.8% |
| 6M | -21.5% | +5.2% | -26.6% | -24.0% |
| YTD | -11.2% | +8.1% | -19.3% | -15.4% |
| 1Y | -4.2% | +11.7% | -15.9% | -10.3% |
| 3Y | -14.9% | +9.9% | -24.8% | -21.7% |
| 5Y | +54.2% | -8.7% | +62.9% | +52.9% |
| 10Y | -75.3% | +16.8% | -92.1% | -79.8% |
| All | -75.3% | +16.8% | -92.1% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling