+16.0%
PCG vs AMBA
-72.1%
+88.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.4% | +8.2% | -0.6% |
| 7D | 0.0% | -14.6% | +14.6% | +1.0% |
| 30D | +5.8% | -18.8% | +24.6% | +7.2% |
| 3M | -22.8% | -32.6% | +9.8% | -20.8% |
| 6M | -18.4% | -25.8% | +7.4% | -18.2% |
| YTD | -16.9% | -22.1% | +5.3% | -17.5% |
| 1Y | -17.6% | -36.2% | +18.6% | -16.9% |
| 3Y | -20.0% | +10.0% | -30.0% | -26.6% |
| 5Y | +16.0% | -71.6% | +87.6% | +13.9% |
| All | +16.0% | -72.1% | +88.1% | +13.9% |
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 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