+199.5%
MCHP vs PNR
+66.2%
+133.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +3.9% | +3.8% |
| 7D | 0.0% | -6.0% | +6.1% | +4.5% |
| 30D | -6.0% | -14.0% | +7.9% | +4.1% |
| 3M | -19.7% | -21.7% | +2.0% | -7.0% |
| 6M | +14.0% | -37.3% | +51.3% | +54.5% |
| YTD | +18.4% | -45.1% | +63.6% | +75.5% |
| 1Y | +17.1% | -49.1% | +66.2% | +84.0% |
| 3Y | +0.7% | -14.8% | +15.6% | +8.7% |
| 5Y | +5.1% | -21.0% | +26.1% | +16.9% |
| All | +199.5% | +66.2% | +133.3% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling