+29.9%
MCHP vs PNR
-31.2%
+61.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -4.3% |
| 7D | -5.4% | +11.9% | -17.3% | -8.8% |
| 30D | -7.5% | +37.1% | -44.7% | -16.9% |
| 3M | -6.0% | +5.7% | -11.7% | -8.3% |
| 6M | -20.1% | -5.7% | -14.4% | -18.5% |
| YTD | +20.2% | -29.8% | +50.1% | +38.8% |
| 1Y | +29.9% | -31.8% | +61.7% | +55.8% |
| All | +29.9% | -31.2% | +61.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling