+113.4%
PNR vs AMBA
+12.8%
+100.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | +34.4% | -8.6% | +43.0% | +36.2% |
| 3M | +2.4% | -29.0% | +31.4% | +8.2% |
| 6M | -7.8% | -19.2% | +11.4% | -7.8% |
| YTD | -31.6% | -13.0% | -18.6% | -33.2% |
| 1Y | -33.6% | -31.3% | -2.4% | -32.6% |
| 3Y | +19.9% | +28.1% | -8.2% | +1.9% |
| 5Y | +0.8% | -69.4% | +70.2% | +3.7% |
| 10Y | +113.4% | +7.6% | +105.8% | +51.5% |
| All | +113.4% | +12.8% | +100.6% | +51.5% |
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