+40,890.7%
MCHP vs PNR
+1,824.8%
+39,065.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -2.1% | -5.5% | +3.4% | +0.6% |
| 30D | -11.1% | -15.6% | +4.4% | -3.6% |
| 3M | -18.1% | -20.2% | +2.1% | -9.9% |
| 6M | +10.8% | -36.6% | +47.4% | +36.1% |
| YTD | +14.2% | -45.0% | +59.2% | +49.7% |
| 1Y | +13.5% | -47.4% | +60.9% | +52.3% |
| 3Y | -2.0% | -13.7% | +11.7% | +4.7% |
| 5Y | +1.4% | -20.8% | +22.2% | +12.2% |
| 10Y | +195.5% | +65.2% | +130.3% | +132.8% |
| All | +40,890.7% | +1,824.8% | +39,065.9% | +12,403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling