+16.5%
MCHP vs PPL
-1.1%
+17.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +2.8% |
| 7D | -17.5% | -1.0% | -16.6% | -17.6% |
| 30D | -15.8% | +3.0% | -18.9% | -15.5% |
| 3M | -22.9% | +1.1% | -24.0% | -22.6% |
| 6M | -36.6% | -0.8% | -35.8% | -36.6% |
| YTD | -0.8% | +3.5% | -4.3% | +1.0% |
| 1Y | +16.5% | -0.9% | +17.4% | +18.8% |
| All | +16.5% | -1.1% | +17.7% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling