+168.3%
PG vs AMBA
-0.9%
+169.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.6% |
| 30D | +9.2% | -2.2% | +11.4% | +9.2% |
| 3M | +18.5% | -26.6% | +45.1% | +19.3% |
| 6M | +21.1% | -26.8% | +47.8% | +21.4% |
| YTD | +21.9% | -15.1% | +37.1% | +21.2% |
| 1Y | +18.1% | -32.3% | +50.4% | +18.4% |
| 3Y | +20.6% | +19.8% | +0.8% | +15.2% |
| 5Y | +31.8% | -69.2% | +101.0% | +32.9% |
| All | +168.3% | -0.9% | +169.2% | +128.9% |
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