+116.1%
MCHP vs PENG
+762.7%
-646.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | -0.7% |
| 7D | +1.7% | +4.5% | -2.8% | +0.1% |
| 30D | -4.1% | -7.1% | +3.0% | -2.0% |
| 3M | -22.5% | -27.3% | +4.7% | -16.8% |
| 6M | +7.3% | +169.6% | -162.3% | -28.2% |
| YTD | +18.4% | +164.6% | -146.2% | -21.1% |
| 1Y | +18.1% | +109.5% | -91.3% | -15.8% |
| 3Y | -2.8% | +98.9% | -101.7% | -36.8% |
| 5Y | +5.5% | +116.3% | -110.8% | -35.3% |
| All | +116.1% | +762.7% | -646.5% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling