+163.0%
PPL vs AMCR
+106.4%
+56.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.7% | -1.9% | +4.5% | +3.1% |
| 30D | +0.5% | -4.1% | +4.5% | +1.4% |
| 3M | +0.7% | +21.7% | -21.0% | -4.4% |
| 6M | -7.6% | +1.5% | -9.1% | -8.6% |
| YTD | +1.8% | +13.1% | -11.3% | -2.6% |
| 1Y | -0.8% | +16.5% | -17.3% | -6.0% |
| 3Y | +56.9% | +10.3% | +46.6% | +49.2% |
| 5Y | +39.5% | -7.7% | +47.2% | +38.3% |
| 10Y | +55.4% | +24.6% | +30.8% | +37.5% |
| All | +163.0% | +106.4% | +56.6% | +134.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling