-9.0%
MCHP vs PCOR
-9.0%
0.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.9% |
| 7D | -19.2% | +22.2% | -41.4% | -25.1% |
| 30D | -18.6% | +36.0% | -54.6% | -27.4% |
| 3M | -26.9% | +34.0% | -60.9% | -35.2% |
| 6M | -37.2% | +43.5% | -80.8% | -46.7% |
| YTD | -1.8% | +5.1% | -7.0% | -8.0% |
| 1Y | +12.1% | -3.9% | +16.1% | +9.3% |
| 3Y | -10.0% | +52.9% | -62.9% | -28.3% |
| 5Y | -17.3% | -18.7% | +1.4% | -28.3% |
| All | -9.0% | -9.0% | 0.0% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling