+199.5%
MCHP vs PGR
+825.1%
-625.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -6.0% | +4.9% | -11.0% | -7.5% |
| 3M | -19.7% | +7.6% | -27.3% | -22.6% |
| 6M | +14.0% | +8.3% | +5.8% | +9.1% |
| YTD | +18.4% | +1.7% | +16.7% | +15.7% |
| 1Y | +17.1% | -6.8% | +24.0% | +17.6% |
| 3Y | +0.7% | +73.4% | -72.7% | -25.0% |
| 5Y | +5.1% | +161.2% | -156.1% | -39.4% |
| All | +199.5% | +825.1% | -625.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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