-17.3%
MCHP vs PFG
+92.7%
-110.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -1.0% |
| 7D | +5.7% | +2.4% | +3.3% | +3.9% |
| 30D | -13.4% | +5.9% | -19.3% | -16.7% |
| 3M | -20.1% | -0.4% | -19.7% | -20.0% |
| 6M | -35.5% | +14.8% | -50.4% | -43.0% |
| YTD | -1.6% | +31.9% | -33.5% | -22.6% |
| 1Y | +15.5% | +38.8% | -23.3% | -12.7% |
| 3Y | -13.2% | +82.4% | -95.6% | -46.5% |
| All | -17.3% | +92.7% | -110.1% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling