-18.6%
PCG vs AMCR
+16.7%
-35.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.1% | -7.9% | +6.9% | +1.2% |
| 30D | +0.1% | +8.2% | -8.1% | -2.4% |
| 3M | -24.4% | -4.3% | -20.1% | -23.6% |
| 6M | -17.7% | +16.6% | -34.2% | -21.9% |
| YTD | -17.4% | +13.1% | -30.5% | -21.2% |
| 1Y | -19.4% | +14.4% | -33.8% | -23.4% |
| 3Y | -18.6% | +18.4% | -37.0% | -28.3% |
| All | -18.6% | +16.7% | -35.3% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling