+13.4%
PG vs AMCR
-12.3%
+25.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -0.8% | -6.3% | +5.5% | +0.9% |
| 30D | +0.8% | -7.8% | +8.6% | +3.0% |
| 3M | -1.3% | +7.5% | -8.9% | -3.4% |
| 6M | -3.8% | +2.7% | -6.5% | -5.0% |
| YTD | +3.6% | +6.0% | -2.4% | +1.1% |
| 1Y | -5.7% | +7.8% | -13.5% | -8.5% |
| 3Y | +1.6% | +5.8% | -4.2% | -2.7% |
| All | +13.4% | -12.3% | +25.7% | +14.6% |
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