+199.5%
MCHP vs PFG
+251.1%
-51.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.0% |
| 7D | 0.0% | -0.4% | +0.5% | +0.3% |
| 30D | -6.0% | +2.9% | -8.9% | -8.0% |
| 3M | -19.7% | +6.7% | -26.4% | -23.9% |
| 6M | +14.0% | +33.8% | -19.7% | -6.9% |
| YTD | +18.4% | +35.0% | -16.5% | -4.1% |
| 1Y | +17.1% | +46.4% | -29.3% | -10.2% |
| 3Y | +0.7% | +71.6% | -70.9% | -29.5% |
| 5Y | +5.1% | +113.7% | -108.6% | -36.0% |
| All | +199.5% | +251.1% | -51.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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