+33,314.4%
MCHP vs PPL
+1,213.7%
+32,100.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.2% |
| 6M | -42.7% | -1.3% | -41.3% | -42.7% |
| YTD | -6.9% | +4.7% | -11.6% | -9.0% |
| 1Y | +0.9% | +1.3% | -0.4% | -0.5% |
| 3Y | -16.2% | +57.2% | -73.4% | -29.7% |
| 5Y | -24.1% | +48.2% | -72.4% | -35.1% |
| 10Y | +134.1% | +62.7% | +71.3% | +90.4% |
| All | +33,314.4% | +1,213.7% | +32,100.8% | +16,715.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling