+3.0%
PEP vs AMP
+84.2%
-81.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.6% | +3.3% | +1.3% | +4.1% |
| 30D | +14.0% | +4.2% | +9.8% | +13.3% |
| 3M | +5.4% | -6.4% | +11.8% | +6.3% |
| 6M | -5.1% | +12.4% | -17.6% | -6.8% |
| YTD | +3.1% | +7.4% | -4.3% | +1.6% |
| 1Y | +4.8% | +14.7% | -9.9% | +2.2% |
| 3Y | -4.1% | +60.8% | -64.9% | -13.5% |
| 5Y | +3.0% | +83.4% | -80.5% | -11.5% |
| All | +3.0% | +84.2% | -81.3% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling