+169.5%
PR vs AMCR
+32.7%
+136.8%
-98.9%
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 | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.9% | -1.9% | +4.8% | +3.6% |
| 30D | +18.0% | -4.1% | +22.1% | +19.7% |
| 3M | +16.9% | +21.7% | -4.8% | +7.1% |
| 6M | +28.2% | +1.5% | +26.7% | +24.8% |
| YTD | +69.3% | +13.1% | +56.2% | +56.3% |
| 1Y | +69.5% | +16.5% | +53.0% | +53.8% |
| 3Y | +81.7% | +10.3% | +71.4% | +65.4% |
| 5Y | +422.2% | -7.7% | +429.9% | +416.6% |
| 10Y | +110.4% | +24.6% | +85.7% | +90.0% |
| All | +169.5% | +32.7% | +136.8% | +144.3% |
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