-16.9%
PCG vs AMKR
+316.3%
-333.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.7% | +2.3% |
| 7D | -13.9% | 0.0% | -13.8% | -13.9% |
| 30D | -16.9% | -11.1% | -5.7% | -16.2% |
| 3M | -14.7% | -35.2% | +20.4% | -12.8% |
| 6M | -23.8% | +4.9% | -28.7% | -25.5% |
| YTD | -10.5% | +21.6% | -32.1% | -14.0% |
| 1Y | -5.1% | +98.0% | -103.1% | -13.0% |
| 3Y | -11.6% | +77.8% | -89.4% | -20.0% |
| 5Y | +59.0% | +79.9% | -20.9% | +41.6% |
| 10Y | -75.7% | +456.9% | -532.6% | -80.8% |
| All | -16.9% | +316.3% | -333.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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