+225.3%
PEP vs AMCR
+100.3%
+125.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | -0.3% | -4.5% | +4.1% | +0.6% |
| 30D | +11.8% | +4.9% | +6.9% | +10.6% |
| 3M | +3.7% | -4.6% | +8.2% | +4.6% |
| 6M | -4.3% | +15.2% | -19.5% | -7.2% |
| YTD | +2.1% | +9.7% | -7.6% | -0.5% |
| 1Y | +2.5% | +10.5% | -8.0% | -0.3% |
| 3Y | -5.0% | +13.8% | -18.9% | -8.8% |
| 5Y | +2.9% | -9.1% | +12.0% | +2.7% |
| 10Y | +87.9% | +18.6% | +69.3% | +71.6% |
| All | +225.3% | +100.3% | +125.0% | +200.5% |
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 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