+0.7%
MCHP vs PNR
-14.5%
+15.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +3.9% | +3.8% |
| 7D | 0.0% | -6.0% | +6.1% | +4.3% |
| 30D | -6.0% | -14.0% | +7.9% | +3.7% |
| 3M | -19.7% | -21.7% | +2.0% | -7.5% |
| 6M | +14.0% | -37.3% | +51.3% | +55.7% |
| YTD | +18.4% | -45.1% | +63.6% | +78.6% |
| 1Y | +17.1% | -49.1% | +66.2% | +89.4% |
| 3Y | +0.7% | -14.8% | +15.6% | +8.0% |
| All | +0.7% | -14.5% | +15.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling