+160.3%
PNR vs AMBA
+837.3%
-676.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.4% | -11.0% | +8.6% | -0.5% |
| 30D | -12.8% | -23.2% | +10.4% | -9.0% |
| 3M | -17.0% | -12.7% | -4.3% | -16.8% |
| 6M | -37.4% | +11.2% | -48.6% | -40.5% |
| YTD | -41.6% | -11.2% | -30.4% | -42.5% |
| 1Y | -44.6% | -22.5% | -22.1% | -44.8% |
| 3Y | -12.1% | -1.3% | -10.8% | -19.3% |
| 5Y | -17.4% | -54.2% | +36.8% | -19.6% |
| 10Y | +64.0% | -6.1% | +70.1% | +32.5% |
| All | +160.3% | +837.3% | -676.9% | +36.0% |
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 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