+3.0%
MCHP vs PSLV
+154.2%
-151.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.5% |
| 6M | +14.0% | -25.5% | +39.5% | +21.1% |
| YTD | +18.4% | -11.4% | +29.8% | +15.7% |
| 1Y | +17.1% | +48.6% | -31.5% | -3.9% |
| 3Y | +0.7% | +166.9% | -166.2% | -31.9% |
| All | +3.0% | +154.2% | -151.3% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling