-22.7%
MCHP vs PPL
+47.9%
-70.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.6% | -9.5% | -9.8% |
| 7D | -24.6% | +0.4% | -25.0% | -24.7% |
| 30D | -25.2% | +5.4% | -30.7% | -26.6% |
| 3M | -21.1% | +4.3% | -25.3% | -22.3% |
| 6M | -42.7% | -1.3% | -41.3% | -42.6% |
| YTD | -6.9% | +4.7% | -11.6% | -9.4% |
| 1Y | +0.9% | +1.3% | -0.4% | -0.6% |
| 3Y | -16.2% | +57.2% | -73.4% | -36.8% |
| All | -22.7% | +47.9% | -70.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling