+210.3%
PEP vs AMBA
+722.2%
-512.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | +0.5% |
| 7D | +6.7% | -14.6% | +21.2% | +7.2% |
| 30D | +13.5% | -18.8% | +32.3% | +14.2% |
| 3M | +3.9% | -32.6% | +36.5% | +5.1% |
| 6M | -6.0% | -25.8% | +19.8% | -5.8% |
| YTD | +2.5% | -22.1% | +24.6% | +2.2% |
| 1Y | +3.9% | -36.2% | +40.2% | +4.4% |
| 3Y | -4.7% | +10.0% | -14.6% | -8.6% |
| 5Y | +1.1% | -71.6% | +72.7% | +1.8% |
| 10Y | +83.8% | -4.7% | +88.6% | +65.3% |
| All | +210.3% | +722.2% | -512.0% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling