+41.3%
PEG vs AMBA
-66.8%
+108.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.7% |
| 7D | +1.5% | +2.6% | -1.1% | +1.3% |
| 30D | +5.0% | -3.6% | +8.6% | +5.1% |
| 3M | -0.3% | -24.6% | +24.3% | +0.9% |
| 6M | -2.7% | -21.6% | +19.0% | -2.5% |
| YTD | -5.1% | -11.8% | +6.7% | -6.0% |
| 1Y | -8.3% | -33.2% | +24.9% | -7.6% |
| 3Y | +33.0% | +24.5% | +8.6% | +24.8% |
| 5Y | +41.3% | -67.7% | +108.9% | +34.5% |
| All | +41.3% | -66.8% | +108.0% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling