+80.5%
PFGC vs AMBA
+10.0%
+70.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.4% | +9.5% | +0.7% |
| 7D | +12.5% | -14.6% | +27.0% | +13.6% |
| 30D | +17.0% | -18.8% | +35.8% | +18.5% |
| 3M | -2.1% | -32.6% | +30.5% | +0.5% |
| 6M | +25.9% | -25.8% | +51.7% | +26.1% |
| YTD | +22.0% | -22.1% | +44.1% | +20.5% |
| 1Y | +14.8% | -36.2% | +51.1% | +15.7% |
| All | +80.5% | +10.0% | +70.6% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling