+576.1%
PFG vs AMBA
+722.2%
-146.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.6% | -2.3% |
| 7D | -0.7% | -14.6% | +13.8% | +1.7% |
| 30D | +2.8% | -18.8% | +21.6% | +6.0% |
| 3M | -1.0% | -32.6% | +31.6% | +4.7% |
| 6M | +13.6% | -25.8% | +39.4% | +14.7% |
| YTD | +31.1% | -22.1% | +53.2% | +30.2% |
| 1Y | +43.8% | -36.2% | +80.0% | +47.0% |
| 3Y | +75.0% | +10.0% | +65.0% | +54.5% |
| 5Y | +95.2% | -71.6% | +166.8% | +103.0% |
| 10Y | +207.5% | -4.7% | +212.3% | +139.0% |
| All | +576.1% | +722.2% | -146.1% | +290.5% |
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