+477.3%
PFGC vs AMBA
-3.1%
+480.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.4% | +9.5% | +1.8% |
| 7D | +12.5% | -14.6% | +27.0% | +15.5% |
| 30D | +17.0% | -18.8% | +35.8% | +21.0% |
| 3M | -2.1% | -32.6% | +30.5% | +4.4% |
| 6M | +25.9% | -25.8% | +51.7% | +27.0% |
| YTD | +22.0% | -22.1% | +44.1% | +20.4% |
| 1Y | +14.8% | -36.2% | +51.1% | +17.2% |
| 3Y | +80.8% | +10.0% | +70.9% | +51.8% |
| 5Y | +126.0% | -71.6% | +197.5% | +136.3% |
| 10Y | +363.8% | -4.7% | +368.5% | +217.4% |
| All | +477.3% | -3.1% | +480.4% | +288.4% |
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