+54.2%
PCG vs AMCR
-12.9%
+67.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.5% | -3.2% |
| 7D | +6.5% | -6.3% | +12.7% | +9.0% |
| 30D | -16.7% | -7.1% | -9.6% | -14.5% |
| 3M | -14.2% | +12.7% | -26.8% | -18.2% |
| 6M | -21.5% | +5.2% | -26.6% | -23.6% |
| YTD | -11.2% | +8.1% | -19.3% | -14.8% |
| 1Y | -4.2% | +10.0% | -14.2% | -9.0% |
| 3Y | -14.9% | +6.6% | -21.5% | -20.6% |
| 5Y | +54.2% | -11.4% | +65.7% | +52.4% |
| All | +54.2% | -12.9% | +67.2% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling