-13.6%
MCHP vs PCOR
-10.3%
-3.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.7% | -9.9% |
| 7D | -24.6% | +22.7% | -47.3% | -30.2% |
| 30D | -25.2% | +37.5% | -62.7% | -33.5% |
| 3M | -21.1% | +35.2% | -56.3% | -30.2% |
| 6M | -42.7% | +42.2% | -84.9% | -51.2% |
| YTD | -6.9% | +3.6% | -10.4% | -12.3% |
| 1Y | +0.9% | -4.8% | +5.6% | -1.5% |
| 3Y | -16.2% | +48.3% | -64.6% | -32.7% |
| 5Y | -24.1% | -20.1% | -4.1% | -33.9% |
| All | -13.6% | -10.3% | -3.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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