+71.8%
PGR vs AMBA
+12.9%
+58.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | +0.6% |
| 7D | -2.7% | +2.5% | -5.1% | -2.5% |
| 30D | +0.7% | -16.1% | +16.9% | +0.1% |
| 3M | +7.7% | +4.6% | +3.1% | +8.3% |
| 6M | +4.3% | +29.2% | -24.9% | +5.8% |
| YTD | +0.7% | -2.9% | +3.6% | +1.6% |
| 1Y | -5.7% | -18.7% | +13.1% | -5.1% |
| All | +71.8% | +12.9% | +58.9% | +74.8% |
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