+42,373.9%
MCHP vs PEP
+1,493.4%
+40,880.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +1.7% | -1.4% | +3.1% | +2.2% |
| 30D | -4.1% | +0.2% | -4.3% | -4.2% |
| 3M | -22.5% | -1.1% | -21.4% | -22.8% |
| 6M | +7.3% | -13.5% | +20.8% | +12.1% |
| YTD | +18.4% | -1.2% | +19.6% | +17.2% |
| 1Y | +18.1% | -1.6% | +19.7% | +16.5% |
| 3Y | -2.8% | -12.5% | +9.7% | -1.0% |
| 5Y | +5.5% | +3.0% | +2.5% | +0.5% |
| 10Y | +185.8% | +73.9% | +111.9% | +128.8% |
| All | +42,373.9% | +1,493.4% | +40,880.5% | +16,879.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling