+232.6%
PEP vs AMCR
+100.3%
+132.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | +12.5% | +3.6% | +8.9% | +11.7% |
| 3M | +4.5% | -4.2% | +8.7% | +5.4% |
| 6M | -0.5% | +15.5% | -16.0% | -3.6% |
| YTD | +4.4% | +9.7% | -5.3% | +1.8% |
| 1Y | +4.4% | +8.3% | -4.0% | +2.0% |
| 3Y | -3.4% | +15.4% | -18.8% | -7.5% |
| 5Y | +5.2% | -9.1% | +14.3% | +4.9% |
| 10Y | +92.1% | +18.6% | +73.5% | +75.4% |
| All | +232.6% | +100.3% | +132.3% | +207.2% |
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