-19.5%
PCG vs AMBA
-32.7%
+13.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -1.6% |
| 7D | -1.6% | -7.2% | +5.6% | -1.9% |
| 30D | +1.4% | -10.4% | +11.8% | +0.9% |
| 3M | -23.4% | -30.1% | +6.7% | -24.6% |
| 6M | -19.4% | -22.4% | +3.1% | -19.7% |
| YTD | -18.5% | -17.3% | -1.1% | -18.6% |
| 1Y | -19.5% | -35.4% | +15.9% | -20.8% |
| All | -19.5% | -32.7% | +13.2% | -20.8% |
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 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