+134.5%
MCHP vs PEP
+92.7%
+41.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -1.8% |
| 7D | +5.7% | +2.9% | +2.8% | +4.2% |
| 30D | -13.4% | +12.5% | -25.9% | -18.9% |
| 3M | -20.1% | +4.5% | -24.7% | -22.5% |
| 6M | -35.5% | -0.5% | -35.0% | -36.4% |
| YTD | -1.6% | +4.4% | -6.0% | -6.6% |
| 1Y | +15.5% | +4.4% | +11.1% | +9.4% |
| 3Y | -13.2% | -3.4% | -9.8% | -16.7% |
| 5Y | -17.5% | +5.2% | -22.6% | -27.1% |
| All | +134.5% | +92.7% | +41.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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