+3.0%
MCHP vs PFGC
+110.3%
-107.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | 0.0% | -4.8% | +4.8% | +2.3% |
| 30D | -6.0% | -12.5% | +6.5% | -0.1% |
| 3M | -19.7% | -9.7% | -10.0% | -16.6% |
| 6M | +14.0% | +7.0% | +7.0% | +8.1% |
| YTD | +18.4% | +4.5% | +14.0% | +12.2% |
| 1Y | +17.1% | -11.6% | +28.7% | +21.0% |
| 3Y | +0.7% | +58.5% | -57.8% | -23.5% |
| All | +3.0% | +110.3% | -107.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling