+4.9%
MCHP vs PEP
+3.8%
+1.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -12.8% | +0.7% | -13.5% | -13.0% |
| 3M | -19.2% | -0.5% | -18.7% | -19.5% |
| 6M | +14.5% | -11.3% | +25.9% | +17.8% |
| YTD | +17.1% | -0.6% | +17.7% | +16.0% |
| 1Y | +15.3% | +1.7% | +13.7% | +12.7% |
| 3Y | +0.5% | -12.5% | +12.9% | +2.6% |
| All | +4.9% | +3.8% | +1.2% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling