-14.1%
PCOR vs AMBA
-41.0%
+26.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.4% | +2.7% |
| 7D | +23.7% | -14.6% | +38.3% | +29.1% |
| 30D | +39.0% | -18.8% | +57.8% | +46.9% |
| 3M | +35.8% | -32.6% | +68.3% | +50.2% |
| 6M | +38.2% | -25.8% | +64.0% | +38.9% |
| YTD | +3.9% | -22.1% | +26.1% | +0.3% |
| 1Y | +5.7% | -36.2% | +41.9% | +8.3% |
| 3Y | +44.8% | +10.0% | +34.8% | +10.9% |
| 5Y | -19.8% | -71.6% | +51.8% | -16.5% |
| All | -14.1% | -41.0% | +26.9% | -12.9% |
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