+54.6%
PPL vs AMCR
+16.5%
+38.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.8% | -5.0% | +3.2% | -0.1% |
| 30D | -2.2% | -8.0% | +5.8% | +0.3% |
| 3M | -3.1% | +14.3% | -17.3% | -7.6% |
| 6M | -8.1% | +5.3% | -13.4% | -10.6% |
| YTD | 0.0% | +7.7% | -7.7% | -4.3% |
| 1Y | -1.3% | +10.8% | -12.2% | -6.8% |
| 3Y | +52.7% | +9.6% | +43.1% | +42.1% |
| 5Y | +37.4% | -10.2% | +47.6% | +36.6% |
| All | +54.6% | +16.5% | +38.2% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling