+201.4%
MCHP vs PCAR
+361.0%
-159.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.5% |
| 30D | -9.8% | -6.9% | -2.9% | -4.7% |
| 3M | -19.7% | +2.1% | -21.8% | -20.9% |
| 6M | +13.6% | +1.6% | +12.0% | +12.3% |
| YTD | +16.5% | +12.2% | +4.3% | +6.8% |
| 1Y | +15.7% | +28.0% | -12.4% | -4.4% |
| 3Y | 0.0% | +61.0% | -61.0% | -31.6% |
| 5Y | +4.4% | +163.9% | -159.5% | -51.2% |
| 10Y | +201.4% | +367.9% | -166.5% | +2.4% |
| All | +201.4% | +361.0% | -159.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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