-34.1%
PCOR vs AMBA
-32.7%
-1.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -9.0% | -11.0% | +2.0% | -5.8% |
| 30D | +4.2% | -23.2% | +27.3% | +12.4% |
| 3M | +14.4% | -12.7% | +27.1% | +13.5% |
| 6M | +0.2% | +11.2% | -11.0% | -11.8% |
| YTD | -20.3% | -11.2% | -9.0% | -25.0% |
| 1Y | -16.1% | -22.5% | +6.4% | -18.8% |
| 3Y | -14.7% | -1.3% | -13.4% | -30.5% |
| 5Y | -43.2% | -54.2% | +11.0% | -45.5% |
| All | -34.1% | -32.7% | -1.3% | -34.8% |
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 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