+48.3%
PCOR vs AMP
+54.6%
-6.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.8% |
| 7D | +22.7% | +2.2% | +20.6% | +21.3% |
| 30D | +37.5% | +2.2% | +35.2% | +35.6% |
| 3M | +35.2% | -10.4% | +45.6% | +46.2% |
| 6M | +42.2% | +5.8% | +36.4% | +36.0% |
| YTD | +3.6% | +3.3% | +0.3% | -0.5% |
| 1Y | -4.8% | +11.1% | -15.8% | -14.0% |
| 3Y | +48.3% | +56.0% | -7.7% | -10.6% |
| All | +48.3% | +54.6% | -6.3% | -10.6% |
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