+29.9%
MCHP vs PBF
+120.1%
-90.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -3.7% |
| 7D | -5.4% | -0.9% | -4.5% | -5.4% |
| 30D | -7.5% | -13.7% | +6.2% | -8.3% |
| 3M | -6.0% | +10.6% | -16.7% | -4.9% |
| 6M | -20.1% | +61.2% | -81.2% | -15.1% |
| YTD | +20.2% | +172.7% | -152.5% | +35.6% |
| 1Y | +29.9% | +111.0% | -81.1% | +42.9% |
| All | +29.9% | +120.1% | -90.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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