-2.8%
MCHP vs PBF
+56.6%
-59.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.1% |
| 3M | -18.1% | +81.7% | -99.8% | -27.8% |
| 6M | +10.8% | +96.4% | -85.7% | -6.0% |
| YTD | +14.2% | +189.5% | -175.2% | -14.8% |
| 1Y | +13.5% | +180.7% | -167.3% | -17.1% |
| All | -2.8% | +56.6% | -59.5% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling