+29.9%
MCHP vs PRU
+27.9%
+2.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.6% | -9.9% | -4.7% |
| 7D | -5.4% | +9.8% | -15.1% | -7.6% |
| 30D | -7.5% | +11.6% | -19.1% | -10.2% |
| 3M | -6.0% | +3.7% | -9.7% | -6.7% |
| 6M | -20.1% | +33.0% | -53.0% | -28.3% |
| YTD | +20.2% | +16.6% | +3.7% | +13.8% |
| 1Y | +29.9% | +26.9% | +3.0% | +12.4% |
| All | +29.9% | +27.9% | +2.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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