+785.3%
MCHP vs PRU
+814.1%
-28.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -17.5% | -2.8% | -14.7% | -16.4% |
| 30D | -15.8% | +8.5% | -24.4% | -18.3% |
| 3M | -22.9% | +1.7% | -24.6% | -23.4% |
| 6M | -36.6% | +24.8% | -61.3% | -41.8% |
| YTD | -0.8% | +13.3% | -14.1% | -6.0% |
| 1Y | +16.5% | +21.4% | -4.8% | +7.8% |
| 3Y | -13.6% | +54.8% | -68.4% | -25.9% |
| 5Y | -17.0% | +42.4% | -59.4% | -26.6% |
| 10Y | +137.7% | +98.4% | +39.2% | +81.9% |
| All | +785.3% | +814.1% | -28.8% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling