+29.4%
PG vs AMBA
-71.3%
+100.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.0% |
| 7D | +2.4% | -7.2% | +9.6% | +2.3% |
| 30D | +12.6% | -10.4% | +23.0% | +12.6% |
| 3M | +13.3% | -30.1% | +43.4% | +13.3% |
| 6M | +13.4% | -22.4% | +35.8% | +13.3% |
| YTD | +18.8% | -17.3% | +36.1% | +18.4% |
| 1Y | +16.5% | -35.4% | +51.9% | +16.6% |
| 3Y | +18.6% | +18.6% | 0.0% | +15.1% |
| All | +29.4% | -71.3% | +100.7% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling