-34.1%
PCOR vs AMP
+139.7%
-173.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.7% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | +4.2% | -0.1% | +4.2% | +4.2% |
| 3M | +14.4% | +23.6% | -9.1% | -1.8% |
| 6M | +0.2% | +20.4% | -20.2% | -12.8% |
| YTD | -20.3% | +15.4% | -35.7% | -29.1% |
| 1Y | -16.1% | +11.0% | -27.1% | -23.5% |
| 3Y | -14.7% | +70.5% | -85.2% | -43.4% |
| 5Y | -43.2% | +121.4% | -164.5% | -69.0% |
| All | -34.1% | +139.7% | -173.8% | -64.6% |
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 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