+48.5%
PFG vs AMBA
-20.7%
+69.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.5% |
| 7D | +5.5% | -11.0% | +16.5% | +6.0% |
| 30D | +2.4% | -23.2% | +25.5% | +3.5% |
| 3M | +13.6% | -12.7% | +26.3% | +13.3% |
| 6M | +27.9% | +11.2% | +16.7% | +21.4% |
| YTD | +35.6% | -11.2% | +46.8% | +32.0% |
| 1Y | +48.5% | -22.5% | +71.0% | +46.6% |
| All | +48.5% | -20.7% | +69.1% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling