+214.7%
PEP vs AMCR
+100.2%
+114.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | +0.2% | -4.1% | +4.3% | +1.1% |
| 3M | -1.1% | +21.7% | -22.8% | -5.1% |
| 6M | -13.5% | +1.5% | -15.0% | -14.1% |
| YTD | -1.2% | +13.1% | -14.3% | -4.3% |
| 1Y | -1.6% | +13.0% | -14.5% | -4.7% |
| 3Y | -12.5% | +6.9% | -19.4% | -15.0% |
| 5Y | +3.0% | -10.5% | +13.5% | +3.1% |
| 10Y | +73.9% | +20.9% | +53.0% | +58.9% |
| All | +214.7% | +100.2% | +114.5% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling