+41,921.4%
MCHP vs PEG
+1,983.5%
+39,938.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +2.8% | +1.0% | +1.7% | +2.4% |
| 30D | -12.8% | -1.9% | -11.0% | -12.3% |
| 3M | -19.2% | -3.7% | -15.5% | -18.3% |
| 6M | +14.5% | -9.4% | +24.0% | +18.1% |
| YTD | +17.1% | -6.0% | +23.1% | +19.1% |
| 1Y | +15.3% | -4.4% | +19.7% | +16.2% |
| 3Y | +0.5% | +33.5% | -33.1% | -10.2% |
| 5Y | +6.1% | +35.7% | -29.7% | -6.2% |
| 10Y | +192.2% | +140.4% | +51.8% | +114.6% |
| All | +41,921.4% | +1,983.5% | +39,938.0% | +18,889.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling