+40,890.7%
MCHP vs PPG
+1,325.6%
+39,565.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.8% |
| 7D | -2.1% | -5.1% | +3.1% | +1.1% |
| 30D | -11.1% | -9.6% | -1.6% | -5.6% |
| 3M | -18.1% | -6.4% | -11.7% | -14.8% |
| 6M | +10.8% | +0.5% | +10.3% | +9.5% |
| YTD | +14.2% | +4.4% | +9.8% | +10.1% |
| 1Y | +13.5% | -0.9% | +14.4% | +12.7% |
| 3Y | -2.0% | -17.0% | +15.0% | +10.0% |
| 5Y | +1.4% | -23.7% | +25.0% | +18.8% |
| 10Y | +195.5% | +25.9% | +169.6% | +156.9% |
| All | +40,890.7% | +1,325.6% | +39,565.1% | +10,950.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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