+16.3%
MCHP vs PRU
+18.6%
-2.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +2.8% | +1.9% | +0.8% | +2.1% |
| 30D | -12.8% | -0.4% | -12.4% | -12.8% |
| 3M | -19.2% | +16.4% | -35.6% | -24.2% |
| 6M | +14.5% | +26.0% | -11.5% | +2.5% |
| YTD | +17.1% | +9.9% | +7.2% | +12.4% |
| All | +16.3% | +18.6% | -2.3% | +3.4% |
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