-46.6%
PNR vs AMBA
-17.3%
-29.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.4% | -10.3% | -2.6% |
| 7D | -3.9% | +2.5% | -6.3% | -4.1% |
| 30D | -13.8% | -16.1% | +2.3% | -12.4% |
| 3M | -22.5% | +4.6% | -27.2% | -23.9% |
| 6M | -37.2% | +29.2% | -66.3% | -42.0% |
| YTD | -44.2% | -2.9% | -41.3% | -46.4% |
| 1Y | -46.6% | -18.7% | -27.9% | -48.2% |
| All | -46.6% | -17.3% | -29.3% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling