+480.4%
PNC vs AMBA
+837.3%
-356.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +1.4% | -11.0% | +12.4% | +3.1% |
| 30D | -3.8% | -23.2% | +19.3% | -0.1% |
| 3M | +9.0% | -12.7% | +21.7% | +9.0% |
| 6M | +16.6% | +11.2% | +5.4% | +10.9% |
| YTD | +20.4% | -11.2% | +31.7% | +18.2% |
| 1Y | +22.3% | -22.5% | +44.9% | +21.4% |
| 3Y | +124.5% | -1.3% | +125.9% | +105.7% |
| 5Y | +54.1% | -54.2% | +108.2% | +48.9% |
| 10Y | +276.3% | -6.1% | +282.4% | +202.8% |
| All | +480.4% | +837.3% | -356.8% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling