+328.3%
MCHP vs PFGC
+419.1%
-90.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | -4.1% | -11.9% | +7.9% | 0.0% |
| 3M | -22.5% | +5.0% | -27.5% | -24.4% |
| 6M | +7.3% | +8.6% | -1.3% | +3.3% |
| YTD | +18.4% | +9.7% | +8.7% | +12.8% |
| 1Y | +18.1% | -6.3% | +24.4% | +18.5% |
| 3Y | -2.8% | +58.2% | -61.0% | -18.2% |
| 5Y | +5.5% | +110.4% | -104.9% | -20.2% |
| 10Y | +185.8% | +272.8% | -86.9% | +78.0% |
| All | +328.3% | +419.1% | -90.8% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling