+64.4%
PNR vs AMBA
-5.3%
+69.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.8% |
| 7D | -3.0% | -6.4% | +3.4% | -1.9% |
| 30D | -14.9% | -26.8% | +11.9% | -9.9% |
| 3M | -19.0% | -7.6% | -11.4% | -19.6% |
| 6M | -35.9% | +21.2% | -57.1% | -40.7% |
| YTD | -43.1% | -10.4% | -32.8% | -44.4% |
| 1Y | -46.4% | -24.4% | -22.0% | -46.5% |
| 3Y | -10.8% | +6.0% | -16.8% | -20.9% |
| 5Y | -18.9% | -53.9% | +35.0% | -22.2% |
| 10Y | +64.4% | -6.2% | +70.6% | +22.0% |
| All | +64.4% | -5.3% | +69.7% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling