+0.5%
MCHP vs PCG
-10.8%
+11.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.7% |
| 7D | +2.8% | +5.4% | -2.6% | +1.7% |
| 30D | -12.8% | -15.1% | +2.3% | -10.4% |
| 3M | -19.2% | -9.8% | -9.4% | -18.2% |
| 6M | +14.5% | -18.0% | +32.6% | +18.5% |
| YTD | +17.1% | -7.2% | +24.4% | +17.2% |
| 1Y | +15.3% | +2.9% | +12.5% | +11.6% |
| 3Y | +0.5% | -11.1% | +11.6% | -2.8% |
| All | +0.5% | -10.8% | +11.2% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling