-59.5%
PCG vs AMBA
+837.3%
-896.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -13.9% | -11.0% | -2.9% | -13.0% |
| 30D | -16.9% | -23.2% | +6.3% | -14.9% |
| 3M | -14.7% | -12.7% | -2.0% | -14.9% |
| 6M | -23.8% | +11.2% | -35.0% | -26.3% |
| YTD | -10.5% | -11.2% | +0.7% | -11.7% |
| 1Y | -5.1% | -22.5% | +17.4% | -5.8% |
| 3Y | -11.6% | -1.3% | -10.3% | -17.0% |
| 5Y | +59.0% | -54.2% | +113.2% | +54.2% |
| 10Y | -75.7% | -6.1% | -69.6% | -79.4% |
| All | -59.5% | +837.3% | -896.8% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling