-9.3%
PCOR vs AMP
+80.8%
-90.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.3% |
| 7D | +3.0% | +3.9% | -0.9% | +0.1% |
| 30D | +38.7% | +5.1% | +33.6% | +33.9% |
| 3M | +24.9% | -8.7% | +33.5% | +33.2% |
| 6M | +68.8% | +11.4% | +57.3% | +55.4% |
| YTD | +6.7% | +7.3% | -0.6% | -0.4% |
| 1Y | +3.0% | +14.6% | -11.6% | -8.7% |
| 3Y | +48.6% | +61.2% | -12.6% | +1.1% |
| All | -9.3% | +80.8% | -90.1% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling