+1.1%
PEP vs AMBA
-72.1%
+73.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | +0.1% |
| 7D | +6.7% | -14.6% | +21.2% | +6.6% |
| 30D | +13.5% | -18.8% | +32.3% | +13.4% |
| 3M | +3.9% | -32.6% | +36.5% | +3.8% |
| 6M | -6.0% | -25.8% | +19.8% | -6.1% |
| YTD | +2.5% | -22.1% | +24.6% | +2.2% |
| 1Y | +3.9% | -36.2% | +40.2% | +4.0% |
| 3Y | -4.7% | +10.0% | -14.6% | -7.6% |
| 5Y | +1.1% | -71.6% | +72.7% | -1.1% |
| All | +1.1% | -72.1% | +73.2% | -1.1% |
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