+199.5%
MCHP vs PFGC
+292.9%
-93.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | 0.0% | -4.8% | +4.8% | +1.7% |
| 30D | -6.0% | -12.5% | +6.5% | -1.7% |
| 3M | -19.7% | -9.7% | -10.0% | -17.4% |
| 6M | +14.0% | +7.0% | +7.0% | +10.2% |
| YTD | +18.4% | +4.5% | +14.0% | +14.6% |
| 1Y | +17.1% | -11.6% | +28.7% | +19.9% |
| 3Y | +0.7% | +58.5% | -57.8% | -15.5% |
| 5Y | +5.1% | +112.6% | -107.5% | -20.9% |
| All | +199.5% | +292.9% | -93.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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