+137.7%
MCHP vs PCG
-76.4%
+214.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | -17.5% | -2.2% | -15.3% | -17.3% |
| 30D | -15.8% | -0.5% | -15.4% | -15.8% |
| 3M | -22.9% | -24.0% | +1.1% | -20.5% |
| 6M | -36.6% | -18.6% | -18.0% | -35.3% |
| YTD | -0.8% | -17.7% | +16.8% | +0.9% |
| 1Y | +16.5% | -20.0% | +36.5% | +18.9% |
| 3Y | -13.6% | -20.2% | +6.6% | -12.2% |
| 5Y | -17.0% | +8.4% | -25.4% | -19.0% |
| 10Y | +137.7% | -76.4% | +214.1% | +125.0% |
| All | +137.7% | -76.4% | +214.1% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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