+587.8%
MCHP vs PSLV
+109.5%
+478.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | 0.0% | -3.5% | +3.5% | +0.7% |
| 30D | -6.0% | -2.1% | -3.9% | -5.7% |
| 3M | -19.7% | -1.6% | -18.0% | -19.5% |
| 6M | +14.0% | -25.5% | +39.5% | +19.1% |
| YTD | +18.4% | -11.4% | +29.8% | +18.2% |
| 1Y | +17.1% | +48.6% | -31.5% | +6.4% |
| 3Y | +0.7% | +166.9% | -166.2% | -17.1% |
| 5Y | +5.1% | +152.4% | -147.3% | -13.5% |
| 10Y | +206.3% | +187.8% | +18.5% | +141.6% |
| All | +587.8% | +109.5% | +478.3% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling