+158.4%
PGR vs AMBA
-50.1%
+208.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | +0.2% |
| 7D | -2.7% | +2.5% | -5.1% | -2.7% |
| 30D | +0.7% | -16.1% | +16.9% | +0.8% |
| 3M | +7.7% | +4.6% | +3.1% | +7.5% |
| 6M | +4.3% | +29.2% | -24.9% | +3.6% |
| YTD | +0.7% | -2.9% | +3.6% | +0.6% |
| 1Y | -5.7% | -18.7% | +13.1% | -5.6% |
| 3Y | +73.7% | +14.9% | +58.8% | +69.4% |
| 5Y | +158.4% | -53.0% | +211.4% | +154.9% |
| All | +158.4% | -50.1% | +208.5% | +154.9% |
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 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