+52.2%
PNC vs AMBA
-53.5%
+105.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +2.3% | -6.4% | +8.7% | +3.3% |
| 30D | -3.8% | -26.8% | +23.0% | +0.8% |
| 3M | +7.8% | -7.6% | +15.4% | +7.0% |
| 6M | +19.7% | +21.2% | -1.5% | +11.2% |
| YTD | +19.1% | -10.4% | +29.5% | +16.3% |
| 1Y | +23.1% | -24.4% | +47.6% | +22.5% |
| 3Y | +132.1% | +6.0% | +126.1% | +105.3% |
| 5Y | +52.2% | -53.9% | +106.1% | +39.4% |
| All | +52.2% | -53.5% | +105.7% | +39.4% |
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