+982.1%
MCHP vs PFG
+985.4%
-3.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | +5.7% | +2.4% | +3.3% | +4.8% |
| 30D | -13.4% | +5.9% | -19.3% | -15.1% |
| 3M | -20.1% | -0.4% | -19.7% | -20.0% |
| 6M | -35.5% | +14.8% | -50.4% | -39.1% |
| YTD | -1.6% | +31.9% | -33.5% | -11.7% |
| 1Y | +15.5% | +38.8% | -23.3% | +1.7% |
| 3Y | -13.2% | +82.4% | -95.6% | -29.9% |
| 5Y | -17.5% | +94.7% | -112.2% | -34.7% |
| 10Y | +136.0% | +187.0% | -51.0% | +59.4% |
| All | +982.1% | +985.4% | -3.3% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling