+195.7%
PFG vs AMBA
-0.9%
+196.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -2.8% |
| 7D | -0.6% | -7.2% | +6.6% | +0.6% |
| 30D | +2.0% | -10.4% | +12.4% | +3.6% |
| 3M | -3.2% | -30.1% | +27.0% | +2.4% |
| 6M | +10.9% | -22.4% | +33.4% | +11.1% |
| YTD | +28.8% | -17.3% | +46.2% | +26.1% |
| 1Y | +39.2% | -35.4% | +74.6% | +42.3% |
| 3Y | +75.0% | +18.6% | +56.4% | +47.8% |
| 5Y | +91.9% | -69.8% | +161.8% | +99.0% |
| All | +195.7% | -0.9% | +196.6% | +97.9% |
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