-11.1%
PCG vs AMCR
+10.1%
-21.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.2% |
| 7D | +5.4% | -1.8% | +7.2% | +5.9% |
| 30D | -15.1% | -6.0% | -9.1% | -13.6% |
| 3M | -9.8% | +18.9% | -28.7% | -14.7% |
| 6M | -18.0% | +5.7% | -23.7% | -19.8% |
| YTD | -7.2% | +11.1% | -18.3% | -10.8% |
| 1Y | +2.9% | +12.7% | -9.9% | -1.7% |
| 3Y | -11.1% | +9.6% | -20.7% | -17.9% |
| All | -11.1% | +10.1% | -21.2% | -17.9% |
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 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