+3.0%
MCHP vs PBF
+799.3%
-796.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | 0.0% | +5.3% | -5.3% | -0.8% |
| 30D | -6.0% | +11.7% | -17.8% | -7.9% |
| 3M | -19.7% | +91.1% | -110.8% | -28.5% |
| 6M | +14.0% | +88.4% | -74.4% | +0.3% |
| YTD | +18.4% | +194.1% | -175.6% | -5.9% |
| 1Y | +17.1% | +180.4% | -163.3% | -7.4% |
| 3Y | +0.7% | +59.3% | -58.6% | -19.0% |
| All | +3.0% | +799.3% | -796.3% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling