+89.6%
PEP vs AMBA
+4.3%
+85.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.3% |
| 7D | +4.6% | -2.7% | +7.3% | +4.7% |
| 30D | +14.0% | -10.5% | +24.5% | +14.4% |
| 3M | +5.4% | -26.4% | +31.8% | +6.4% |
| 6M | -5.1% | -20.9% | +15.8% | -5.2% |
| YTD | +3.1% | -14.8% | +17.9% | +2.4% |
| 1Y | +4.8% | -36.1% | +40.9% | +5.5% |
| 3Y | -4.1% | +20.2% | -24.4% | -9.5% |
| 5Y | +3.0% | -67.2% | +70.2% | +3.7% |
| 10Y | +89.6% | +4.9% | +84.6% | +55.2% |
| All | +89.6% | +4.3% | +85.3% | +55.2% |
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 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