+599.2%
PFG vs AMBA
+837.3%
-238.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | +5.5% | -11.0% | +16.5% | +7.4% |
| 30D | +2.4% | -23.2% | +25.5% | +6.6% |
| 3M | +13.6% | -12.7% | +26.3% | +13.3% |
| 6M | +27.9% | +11.2% | +16.7% | +20.9% |
| YTD | +35.6% | -11.2% | +46.8% | +32.5% |
| 1Y | +48.5% | -22.5% | +71.0% | +47.0% |
| 3Y | +66.9% | -1.3% | +68.2% | +51.1% |
| 5Y | +111.0% | -54.2% | +165.1% | +102.6% |
| 10Y | +244.5% | -6.1% | +250.6% | +167.6% |
| All | +599.2% | +837.3% | -238.0% | +297.6% |
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 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