-14.1%
PCOR vs AMBA
-34.8%
+20.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -1.7% | +21.4% | +20.2% |
| 7D | +21.8% | -8.1% | +29.9% | +24.7% |
| 30D | +39.5% | -10.8% | +50.3% | +43.7% |
| 3M | +35.2% | -25.9% | +61.2% | +45.9% |
| 6M | +21.7% | -13.9% | +35.6% | +16.5% |
| YTD | +3.9% | -14.0% | +17.9% | -2.4% |
| 1Y | +6.9% | -25.7% | +32.6% | +4.5% |
| 3Y | +44.8% | +21.5% | +23.3% | +8.0% |
| 5Y | -21.9% | -68.9% | +47.0% | -20.8% |
| All | -14.1% | -34.8% | +20.7% | -15.2% |
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