-17.3%
MCHP vs PENG
+56.2%
-73.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.3% | -3.9% | +2.0% |
| 7D | -19.2% | -3.8% | -15.4% | -19.1% |
| 30D | -18.6% | -40.1% | +21.5% | -4.3% |
| 3M | -26.9% | -21.8% | -5.2% | -23.8% |
| 6M | -37.2% | +3.3% | -40.6% | -44.2% |
| YTD | -1.8% | +133.6% | -135.5% | -39.3% |
| 1Y | +12.1% | +110.7% | -98.6% | -27.9% |
| 3Y | -10.0% | +204.3% | -214.3% | -55.0% |
| 5Y | -17.3% | +54.4% | -71.6% | -52.3% |
| All | -17.3% | +56.2% | -73.5% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling