-62.9%
PCG vs AMCR
+100.3%
-163.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.0% | -4.5% | +2.5% | -0.5% |
| 30D | -2.7% | +4.9% | -7.6% | -4.4% |
| 3M | -25.1% | -4.6% | -20.5% | -24.2% |
| 6M | -22.3% | +15.2% | -37.5% | -26.3% |
| YTD | -18.5% | +9.7% | -28.2% | -21.9% |
| 1Y | -21.8% | +10.5% | -32.3% | -25.4% |
| 3Y | -21.0% | +13.8% | -34.9% | -26.3% |
| 5Y | +8.1% | -9.1% | +17.2% | +7.8% |
| 10Y | -76.6% | +18.6% | -95.3% | -79.6% |
| All | -62.9% | +100.3% | -163.2% | -67.7% |
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