-16.1%
MCHP vs PRU
+56.1%
-72.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.7% |
| 7D | -22.6% | +3.8% | -26.3% | -24.5% |
| 30D | -20.1% | +9.0% | -29.2% | -25.2% |
| 3M | -25.4% | +2.1% | -27.6% | -26.7% |
| 6M | -38.4% | +25.4% | -63.8% | -49.5% |
| YTD | -3.7% | +13.5% | -17.2% | -14.6% |
| 1Y | +11.7% | +21.3% | -9.6% | -6.9% |
| 3Y | -16.1% | +55.1% | -71.2% | -47.8% |
| All | -16.1% | +56.1% | -72.3% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling