-62.4%
PCG vs AMCR
+106.4%
-168.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.1% | -7.9% | +6.9% | +1.5% |
| 30D | +0.1% | +8.2% | -8.1% | -2.6% |
| 3M | -24.4% | -4.3% | -20.1% | -23.6% |
| 6M | -17.7% | +16.6% | -34.2% | -22.2% |
| YTD | -17.4% | +13.1% | -30.5% | -21.7% |
| 1Y | -19.4% | +14.4% | -33.8% | -23.9% |
| 3Y | -18.6% | +18.4% | -37.0% | -25.0% |
| 5Y | +10.2% | -5.8% | +16.0% | +8.7% |
| 10Y | -76.7% | +22.3% | -99.0% | -79.9% |
| All | -62.4% | +106.4% | -168.8% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling