+4.4%
MCHP vs PCG
+55.2%
-50.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +0.7% |
| 7D | +0.3% | +6.5% | -6.1% | -1.5% |
| 30D | -9.8% | -16.7% | +7.0% | -5.9% |
| 3M | -19.7% | -14.2% | -5.5% | -17.3% |
| 6M | +13.6% | -21.5% | +35.0% | +20.2% |
| YTD | +16.5% | -11.2% | +27.7% | +17.9% |
| 1Y | +15.7% | -4.2% | +19.9% | +13.4% |
| 3Y | 0.0% | -14.9% | +14.8% | -0.2% |
| 5Y | +4.4% | +54.2% | -49.8% | -20.6% |
| All | +4.4% | +55.2% | -50.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling