+0.7%
MCHP vs PSLV
+165.9%
-165.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | 0.0% | -3.5% | +3.5% | +0.9% |
| 30D | -6.0% | -2.1% | -3.9% | -5.6% |
| 3M | -19.7% | -1.6% | -18.0% | -19.6% |
| 6M | +14.0% | -25.5% | +39.5% | +20.2% |
| YTD | +18.4% | -11.4% | +29.8% | +15.3% |
| 1Y | +17.1% | +48.6% | -31.5% | -4.0% |
| 3Y | +0.7% | +166.9% | -166.2% | -28.8% |
| All | +0.7% | +165.9% | -165.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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