-44.3%
PCG vs AMP
+1,956.1%
-2,000.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +0.5% |
| 7D | -1.1% | +2.8% | -3.8% | -1.7% |
| 30D | +0.1% | +3.6% | -3.5% | -0.9% |
| 3M | -24.4% | -6.1% | -18.3% | -23.4% |
| 6M | -17.7% | +11.7% | -29.3% | -20.2% |
| YTD | -17.4% | +6.7% | -24.2% | -19.4% |
| 1Y | -19.4% | +13.8% | -33.2% | -22.7% |
| 3Y | -18.6% | +61.9% | -80.5% | -29.0% |
| 5Y | +10.2% | +82.0% | -71.8% | -7.6% |
| 10Y | -76.7% | +513.8% | -590.5% | -85.4% |
| All | -44.3% | +1,956.1% | -2,000.4% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling