+92.4%
PFG vs AMBA
-70.4%
+162.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -2.6% |
| 7D | -0.6% | -7.2% | +6.6% | +0.3% |
| 30D | +2.0% | -10.4% | +12.4% | +3.3% |
| 3M | -3.2% | -30.1% | +27.0% | +1.3% |
| 6M | +10.9% | -22.4% | +33.4% | +11.0% |
| YTD | +28.8% | -17.3% | +46.2% | +26.4% |
| 1Y | +39.2% | -35.4% | +74.6% | +41.8% |
| 3Y | +75.0% | +18.6% | +56.4% | +50.5% |
| All | +92.4% | -70.4% | +162.9% | +85.2% |
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