+160.2%
PEG vs AMBA
+12.8%
+147.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -1.9% | +3.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | +3.8% | -8.6% | +12.4% | +4.3% |
| 3M | +0.1% | -29.0% | +29.0% | +1.9% |
| 6M | -1.0% | -19.2% | +18.2% | -1.0% |
| YTD | -4.1% | -13.0% | +8.9% | -5.1% |
| 1Y | -6.9% | -31.3% | +24.4% | -6.4% |
| 3Y | +35.6% | +28.1% | +7.5% | +26.9% |
| 5Y | +42.8% | -69.4% | +112.2% | +42.8% |
| 10Y | +160.2% | +7.6% | +152.6% | +121.6% |
| All | +160.2% | +12.8% | +147.4% | +121.6% |
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