-36.6%
MCHP vs PRU
+24.9%
-61.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -17.5% | -2.8% | -14.7% | -17.3% |
| 30D | -15.8% | +8.5% | -24.4% | -15.3% |
| 3M | -22.9% | +1.7% | -24.6% | -22.5% |
| 6M | -36.6% | +24.8% | -61.3% | -36.7% |
| All | -36.6% | +24.9% | -61.5% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling