-22.7%
MCHP vs PCAR
+101.4%
-124.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.4% | -7.6% | -8.1% |
| 7D | -24.6% | +0.1% | -24.6% | -24.5% |
| 30D | -25.2% | -4.6% | -20.6% | -22.5% |
| 3M | -21.1% | -22.6% | +1.5% | -2.9% |
| 6M | -42.7% | -12.0% | -30.7% | -36.5% |
| YTD | -6.9% | -6.1% | -0.8% | -2.2% |
| 1Y | +0.9% | +6.3% | -5.4% | -4.0% |
| 3Y | -16.2% | +31.8% | -48.0% | -35.4% |
| All | -22.7% | +101.4% | -124.1% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling