+18.1%
MCHP vs PNR
-43.1%
+61.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.7% | -2.4% | +4.1% | +2.5% |
| 30D | -4.1% | -12.8% | +8.7% | +0.6% |
| 3M | -22.5% | -17.0% | -5.5% | -18.0% |
| 6M | +7.3% | -37.4% | +44.7% | +32.0% |
| YTD | +18.4% | -41.6% | +60.0% | +49.0% |
| 1Y | +18.1% | -44.6% | +62.8% | +56.6% |
| All | +18.1% | -43.1% | +61.2% | +56.6% |
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