+29.9%
MCHP vs PENG
+120.5%
-90.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.8% | -0.7% |
| 7D | -5.4% | -20.5% | +15.1% | +0.4% |
| 30D | -7.5% | -20.4% | +12.8% | -3.5% |
| 3M | -6.0% | -16.4% | +10.4% | -4.1% |
| 6M | -20.1% | +49.2% | -69.3% | -31.5% |
| YTD | +20.2% | +147.2% | -126.9% | -12.8% |
| 1Y | +29.9% | +124.7% | -94.7% | -2.3% |
| All | +29.9% | +120.5% | -90.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling