+35,450.5%
MCHP vs PCG
-2.7%
+35,453.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -4.3% | -2.0% | -2.3% | -4.0% |
| 30D | -16.3% | -2.7% | -13.6% | -15.9% |
| 3M | -21.4% | -25.1% | +3.7% | -18.6% |
| 6M | -35.8% | -22.3% | -13.5% | -33.9% |
| YTD | -0.9% | -18.5% | +17.6% | +1.1% |
| 1Y | +14.5% | -21.8% | +36.4% | +17.5% |
| 3Y | -13.7% | -21.0% | +7.4% | -12.0% |
| 5Y | -16.9% | +8.1% | -25.0% | -19.2% |
| 10Y | +137.5% | -76.6% | +214.1% | +143.8% |
| All | +35,450.5% | -2.7% | +35,453.1% | +28,304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling