+188.9%
MCHP vs PBF
+367.4%
-178.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -2.1% | +2.3% | -4.4% | -2.5% |
| 30D | -11.1% | +11.6% | -22.7% | -13.0% |
| 3M | -18.1% | +81.7% | -99.8% | -27.2% |
| 6M | +10.8% | +96.4% | -85.7% | -4.2% |
| YTD | +14.2% | +189.5% | -175.2% | -9.4% |
| 1Y | +13.5% | +180.7% | -167.3% | -10.5% |
| 3Y | -2.0% | +56.6% | -58.6% | -17.3% |
| 5Y | +1.4% | +802.0% | -800.6% | -41.4% |
| All | +188.9% | +367.4% | -178.5% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling