+117.2%
PG vs AMBA
+2.6%
+114.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.4% | -10.4% | -2.3% |
| 7D | -3.4% | +2.5% | -5.9% | -3.5% |
| 30D | -2.6% | -16.1% | +13.5% | -2.1% |
| 3M | -3.3% | +4.6% | -8.0% | -3.9% |
| 6M | -6.7% | +29.2% | -35.9% | -8.4% |
| YTD | +1.7% | -2.9% | +4.6% | +0.9% |
| 1Y | -7.9% | -18.7% | +10.8% | -8.3% |
| 3Y | +0.9% | +14.9% | -13.9% | -2.8% |
| 5Y | +12.6% | -53.0% | +65.6% | +10.7% |
| 10Y | +117.2% | +8.3% | +108.9% | +86.6% |
| All | +117.2% | +2.6% | +114.6% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling