-76.4%
PCG vs AMCR
+20.2%
-96.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -2.2% | -8.5% | +6.2% | +1.4% |
| 30D | -0.5% | +6.8% | -7.2% | -3.4% |
| 3M | -24.0% | -5.0% | -19.0% | -22.7% |
| 6M | -18.6% | +13.9% | -32.5% | -23.8% |
| YTD | -17.7% | +11.2% | -28.9% | -22.8% |
| 1Y | -20.0% | +11.3% | -31.3% | -25.1% |
| 3Y | -20.2% | +15.4% | -35.6% | -28.3% |
| 5Y | +8.4% | -7.7% | +16.1% | +6.7% |
| 10Y | -76.4% | +20.2% | -96.6% | -80.9% |
| All | -76.4% | +20.2% | -96.6% | -80.9% |
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 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