+1.1%
MCHP vs PRU
+50.2%
-49.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.2% |
| 7D | +1.7% | +1.9% | -0.2% | +0.2% |
| 30D | -4.1% | +2.7% | -6.8% | -6.3% |
| 3M | -22.5% | +19.5% | -42.0% | -33.7% |
| 6M | +7.3% | +26.6% | -19.4% | -13.1% |
| YTD | +18.4% | +12.3% | +6.0% | +5.9% |
| 1Y | +18.1% | +18.0% | +0.1% | +0.5% |
| All | +1.1% | +50.2% | -49.1% | -29.9% |
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