-42.7%
MCHP vs PPL
-2.6%
-40.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.6% | -9.5% | -10.1% |
| 7D | -24.6% | +0.4% | -25.0% | -24.5% |
| 30D | -25.2% | +5.4% | -30.7% | -25.1% |
| 3M | -21.1% | +4.3% | -25.3% | -20.8% |
| 6M | -42.7% | -1.3% | -41.3% | -41.4% |
| All | -42.7% | -2.6% | -40.1% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling