+199.5%
MCHP vs PBF
+374.8%
-175.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | 0.0% | +5.3% | -5.3% | -0.9% |
| 30D | -6.0% | +11.7% | -17.8% | -8.1% |
| 3M | -19.7% | +91.1% | -110.8% | -29.2% |
| 6M | +14.0% | +88.4% | -74.4% | -0.6% |
| YTD | +18.4% | +194.1% | -175.6% | -6.3% |
| 1Y | +17.1% | +180.4% | -163.3% | -7.6% |
| 3Y | +0.7% | +59.3% | -58.6% | -15.3% |
| 5Y | +5.1% | +816.3% | -811.2% | -39.4% |
| All | +199.5% | +374.8% | -175.4% | +81.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling