+15.5%
MCHP vs PEP
+5.0%
+10.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | +0.4% |
| 7D | +5.7% | +2.9% | +2.8% | +7.1% |
| 30D | -13.4% | +12.5% | -25.9% | -8.3% |
| 3M | -20.1% | +4.5% | -24.7% | -17.9% |
| 6M | -35.5% | -0.5% | -35.0% | -33.6% |
| YTD | -1.6% | +4.4% | -6.0% | +9.8% |
| 1Y | +15.5% | +4.4% | +11.1% | +30.9% |
| All | +15.5% | +5.0% | +10.5% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling