+34,448.3%
MCHP vs PCAR
+8,004.0%
+26,444.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -22.6% | +3.8% | -26.4% | -23.9% |
| 30D | -20.1% | -2.0% | -18.2% | -19.3% |
| 3M | -25.4% | -19.1% | -6.4% | -17.2% |
| 6M | -38.4% | -6.8% | -31.6% | -36.1% |
| YTD | -3.7% | -2.5% | -1.2% | -2.1% |
| 1Y | +11.7% | +9.7% | +2.1% | +7.4% |
| 3Y | -16.1% | +34.0% | -50.1% | -26.7% |
| 5Y | -16.9% | +113.3% | -130.2% | -41.6% |
| 10Y | +133.4% | +278.2% | -144.8% | +26.9% |
| All | +34,448.3% | +8,004.0% | +26,444.2% | +5,180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling