+3.0%
MCHP vs PSKY
-70.1%
+73.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +3.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -6.0% | +11.6% | -17.6% | -7.9% |
| 3M | -19.7% | +1.5% | -21.2% | -20.2% |
| 6M | +14.0% | +7.7% | +6.3% | +11.5% |
| YTD | +18.4% | -20.1% | +38.5% | +21.5% |
| 1Y | +17.1% | -38.3% | +55.4% | +25.3% |
| 3Y | +0.7% | -17.7% | +18.5% | -5.0% |
| All | +3.0% | -70.1% | +73.1% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling