-77.6%
PCG vs AMBA
-0.9%
-76.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.6% |
| 7D | -1.6% | -7.2% | +5.6% | -0.9% |
| 30D | +1.4% | -10.4% | +11.8% | +2.5% |
| 3M | -23.4% | -30.1% | +6.7% | -20.6% |
| 6M | -19.4% | -22.4% | +3.1% | -19.3% |
| YTD | -18.5% | -17.3% | -1.1% | -19.7% |
| 1Y | -19.5% | -35.4% | +15.9% | -18.5% |
| 3Y | -21.0% | +18.6% | -39.6% | -30.0% |
| 5Y | +13.7% | -69.8% | +83.6% | +16.4% |
| All | -77.6% | -0.9% | -76.8% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling