+131.0%
MCHP vs PCAR
+326.7%
-195.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +2.5% |
| 7D | -19.2% | +2.9% | -22.1% | -20.8% |
| 30D | -18.6% | -2.1% | -16.5% | -17.2% |
| 3M | -26.9% | -20.4% | -6.6% | -13.0% |
| 6M | -37.2% | -7.0% | -30.3% | -33.6% |
| YTD | -1.8% | -2.6% | +0.8% | +0.2% |
| 1Y | +12.1% | +9.8% | +2.4% | +4.5% |
| 3Y | -10.0% | +37.3% | -47.3% | -30.6% |
| 5Y | -17.3% | +116.4% | -133.7% | -55.2% |
| 10Y | +131.0% | +293.0% | -161.9% | -9.1% |
| All | +131.0% | +326.7% | -195.6% | -9.1% |
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