+1,201.3%
PSX vs AMCR
+106.4%
+1,094.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | -1.9% | +6.4% | +5.2% |
| 30D | +26.6% | -4.1% | +30.7% | +28.2% |
| 3M | +39.3% | +21.7% | +17.6% | +29.5% |
| 6M | +56.8% | +1.5% | +55.3% | +53.5% |
| YTD | +101.8% | +13.1% | +88.7% | +89.3% |
| 1Y | +99.6% | +16.5% | +83.1% | +84.7% |
| 3Y | +140.3% | +10.3% | +130.1% | +124.3% |
| 5Y | +339.3% | -7.7% | +347.0% | +333.2% |
| 10Y | +369.9% | +24.6% | +345.2% | +300.5% |
| All | +1,201.3% | +106.4% | +1,094.8% | +975.5% |
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 2026-09-07: 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 2026-09-07 analysis · Full analysis span regression · 6 months rolling