+536.0%
MCHP vs PBF
+303.9%
+232.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.7% |
| 7D | +1.7% | +4.3% | -2.6% | +0.9% |
| 30D | -4.1% | +22.0% | -26.1% | -7.6% |
| 3M | -22.5% | +74.5% | -97.0% | -30.5% |
| 6M | +7.3% | +67.7% | -60.4% | -4.4% |
| YTD | +18.4% | +179.2% | -160.8% | -5.0% |
| 1Y | +18.1% | +170.0% | -151.9% | -5.7% |
| 3Y | -2.8% | +66.4% | -69.2% | -18.3% |
| 5Y | +5.5% | +764.5% | -759.0% | -37.5% |
| 10Y | +185.8% | +358.5% | -172.7% | +61.7% |
| All | +536.0% | +303.9% | +232.2% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling