+188.9%
MCHP vs PCG
-75.6%
+264.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -11.1% | -18.9% | +7.8% | -9.2% |
| 3M | -18.1% | -15.8% | -2.2% | -16.7% |
| 6M | +10.8% | -22.6% | +33.3% | +13.7% |
| YTD | +14.2% | -12.2% | +26.4% | +15.3% |
| 1Y | +13.5% | -7.1% | +20.5% | +13.5% |
| 3Y | -2.0% | -15.8% | +13.8% | -1.1% |
| 5Y | +1.4% | +53.3% | -51.9% | -4.8% |
| All | +188.9% | -75.6% | +264.4% | +179.6% |
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