+73.8%
PEP vs AMBA
-7.1%
+80.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.4% | -11.0% | +9.6% | -1.0% |
| 30D | +0.2% | -23.2% | +23.4% | +1.2% |
| 3M | -1.1% | -12.7% | +11.6% | -1.2% |
| 6M | -13.5% | +11.2% | -24.7% | -14.9% |
| YTD | -1.2% | -11.2% | +10.0% | -1.9% |
| 1Y | -1.6% | -22.5% | +21.0% | -2.0% |
| 3Y | -12.5% | -1.3% | -11.2% | -16.0% |
| 5Y | +3.0% | -54.2% | +57.2% | +0.6% |
| All | +73.8% | -7.1% | +80.9% | +46.4% |
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