-2.8%
MCHP vs PSKY
-20.6%
+17.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.1% |
| 7D | -2.1% | -6.0% | +3.9% | -1.4% |
| 30D | -11.1% | +10.7% | -21.8% | -12.2% |
| 3M | -18.1% | +1.2% | -19.2% | -18.4% |
| 6M | +10.8% | +1.5% | +9.3% | +9.9% |
| YTD | +14.2% | -21.8% | +36.0% | +16.7% |
| 1Y | +13.5% | -30.2% | +43.6% | +16.4% |
| All | -2.8% | -20.6% | +17.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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