+10.6%
PCAR vs AMBA
-35.5%
+46.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | +2.1% | +10.7% | -8.6% | +1.5% |
| 30D | -1.2% | -5.0% | +3.8% | -1.0% |
| 3M | -18.6% | -26.9% | +8.3% | -16.9% |
| 6M | -5.1% | -21.9% | +16.8% | -4.6% |
| YTD | -1.8% | -13.8% | +12.0% | -2.9% |
| 1Y | +10.6% | -36.1% | +46.7% | +12.3% |
| All | +10.6% | -35.5% | +46.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling