+3.0%
MCHP vs PNC
+51.4%
-48.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.4% |
| 30D | -6.0% | -4.4% | -1.6% | -3.0% |
| 3M | -19.7% | +5.2% | -24.9% | -23.0% |
| 6M | +14.0% | +20.6% | -6.6% | -1.1% |
| YTD | +18.4% | +19.8% | -1.3% | +2.6% |
| 1Y | +17.1% | +24.4% | -7.3% | -1.5% |
| 3Y | +0.7% | +131.2% | -130.5% | -44.6% |
| All | +3.0% | +51.4% | -48.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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