-13.8%
PCG vs AMP
+72.3%
-86.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -13.9% | +0.2% | -14.1% | -13.9% |
| 30D | -16.9% | -0.1% | -16.8% | -16.8% |
| 3M | -14.7% | +23.6% | -38.3% | -19.2% |
| 6M | -23.8% | +20.4% | -44.2% | -27.4% |
| YTD | -10.5% | +15.4% | -25.9% | -14.2% |
| 1Y | -5.1% | +11.0% | -16.1% | -7.9% |
| All | -13.8% | +72.3% | -86.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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