+39.4%
PPL vs AMCR
-8.5%
+48.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.7% | -1.9% | +4.5% | +3.2% |
| 30D | +0.5% | -4.1% | +4.5% | +1.5% |
| 3M | +0.7% | +21.7% | -21.0% | -5.0% |
| 6M | -7.6% | +1.5% | -9.1% | -8.4% |
| YTD | +1.8% | +13.1% | -11.3% | -3.3% |
| 1Y | -0.8% | +13.0% | -13.7% | -5.9% |
| 3Y | +56.9% | +6.9% | +49.9% | +48.1% |
| All | +39.4% | -8.5% | +48.0% | +39.2% |
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 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