-16.9%
MCHP vs PEP
+2.6%
-19.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -16.3% | +11.8% | -28.0% | -17.9% |
| 3M | -21.4% | +3.7% | -25.0% | -21.9% |
| 6M | -35.8% | -4.3% | -31.4% | -35.1% |
| YTD | -0.9% | +2.1% | -3.1% | -2.2% |
| 1Y | +14.5% | +2.5% | +12.0% | +12.7% |
| 3Y | -13.7% | -5.0% | -8.6% | -15.1% |
| 5Y | -16.9% | +2.9% | -19.8% | -23.4% |
| All | -16.9% | +2.6% | -19.6% | -23.4% |
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