+11.7%
MCHP vs PRU
+22.1%
-10.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | -22.6% | +3.8% | -26.3% | -23.0% |
| 30D | -20.1% | +9.0% | -29.2% | -21.9% |
| 3M | -25.4% | +2.1% | -27.6% | -25.6% |
| 6M | -38.4% | +25.4% | -63.8% | -43.8% |
| YTD | -3.7% | +13.5% | -17.2% | -7.9% |
| 1Y | +11.7% | +21.3% | -9.6% | -2.2% |
| All | +11.7% | +22.1% | -10.3% | -2.2% |
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