+199.5%
MCHP vs PEG
+148.0%
+51.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | -6.0% | -3.7% | -2.3% | -4.3% |
| 3M | -19.7% | -7.3% | -12.4% | -16.7% |
| 6M | +14.0% | -10.5% | +24.5% | +20.0% |
| YTD | +18.4% | -7.5% | +25.9% | +22.2% |
| 1Y | +17.1% | -8.7% | +25.8% | +21.2% |
| 3Y | +0.7% | +31.4% | -30.6% | -16.1% |
| 5Y | +5.1% | +37.8% | -32.7% | -16.0% |
| All | +199.5% | +148.0% | +51.4% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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