+3.2%
PEP vs AMCR
-10.2%
+13.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.5% |
| 7D | -1.7% | -6.3% | +4.6% | 0.0% |
| 30D | +0.3% | -7.1% | +7.4% | +2.3% |
| 3M | -3.2% | +12.7% | -15.9% | -6.4% |
| 6M | -13.6% | +5.2% | -18.7% | -15.2% |
| YTD | -1.9% | +8.1% | -9.9% | -4.7% |
| 1Y | -0.6% | +11.7% | -12.3% | -4.6% |
| 3Y | -13.6% | +9.9% | -23.5% | -18.1% |
| 5Y | +3.2% | -8.7% | +11.9% | +3.5% |
| All | +3.2% | -10.2% | +13.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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