+109.2%
PCAR vs AMBA
-72.1%
+181.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.9% | -0.4% |
| 7D | +2.2% | -14.6% | +16.7% | +4.1% |
| 30D | -4.4% | -18.8% | +14.4% | -2.2% |
| 3M | -21.4% | -32.6% | +11.2% | -17.9% |
| 6M | -7.3% | -25.8% | +18.5% | -6.2% |
| YTD | -3.8% | -22.1% | +18.3% | -4.0% |
| 1Y | +6.3% | -36.2% | +42.5% | +8.5% |
| 3Y | +34.4% | +10.0% | +24.4% | +21.7% |
| 5Y | +109.2% | -71.6% | +180.8% | +97.8% |
| All | +109.2% | -72.1% | +181.3% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling