+192.2%
MCHP vs PPL
+55.2%
+137.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.8% | +1.8% | +1.0% | +1.9% |
| 30D | -12.8% | -1.1% | -11.8% | -12.5% |
| 3M | -19.2% | 0.0% | -19.2% | -19.5% |
| 6M | +14.5% | -7.6% | +22.1% | +18.0% |
| YTD | +17.1% | +1.7% | +15.4% | +15.0% |
| 1Y | +15.3% | +1.5% | +13.8% | +12.9% |
| 3Y | +0.5% | +55.3% | -54.8% | -22.6% |
| 5Y | +6.1% | +37.7% | -31.6% | -13.2% |
| 10Y | +192.2% | +54.0% | +138.3% | +118.8% |
| All | +192.2% | +55.2% | +137.1% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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