+437.5%
PNC vs AMBA
+772.6%
-335.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.5% |
| 7D | -1.1% | -7.2% | +6.2% | -0.1% |
| 30D | +4.5% | -10.4% | +14.8% | +5.9% |
| 3M | -10.0% | -30.1% | +20.1% | -5.6% |
| 6M | +3.1% | -22.4% | +25.5% | +3.6% |
| YTD | +11.5% | -17.3% | +28.9% | +10.1% |
| 1Y | +27.3% | -35.4% | +62.7% | +30.0% |
| 3Y | +106.4% | +18.6% | +87.7% | +82.9% |
| 5Y | +31.1% | -69.8% | +101.0% | +34.6% |
| 10Y | +231.3% | +1.1% | +230.2% | +165.4% |
| All | +437.5% | +772.6% | -335.1% | +217.4% |
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 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