+106.4%
PNC vs AMBA
+16.7%
+89.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.3% |
| 7D | -1.1% | -7.2% | +6.2% | -0.3% |
| 30D | +4.5% | -10.4% | +14.8% | +5.6% |
| 3M | -10.0% | -30.1% | +20.1% | -6.4% |
| 6M | +3.1% | -22.4% | +25.5% | +3.3% |
| YTD | +11.5% | -17.3% | +28.9% | +9.5% |
| 1Y | +27.3% | -35.4% | +62.7% | +29.8% |
| 3Y | +106.4% | +18.6% | +87.7% | +70.4% |
| All | +106.4% | +16.7% | +89.6% | +70.4% |
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 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