+48.8%
PFE vs MCHP
+134.0%
-85.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | -1.7% | +5.7% | -7.4% | -2.5% |
| 30D | +0.3% | -13.4% | +13.8% | +2.0% |
| 3M | +9.4% | -20.1% | +29.5% | +12.2% |
| 6M | +14.9% | -35.5% | +50.4% | +20.5% |
| YTD | +23.8% | -1.6% | +25.3% | +20.8% |
| 1Y | +19.5% | +15.5% | +4.0% | +13.5% |
| 3Y | +21.0% | -13.2% | +34.2% | +16.1% |
| 5Y | -23.9% | -17.5% | -6.4% | -28.4% |
| All | +48.8% | +134.0% | -85.2% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 10y: compounded portfolio wealth divided by compounded MCHP 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…
10y analysis · Full analysis span regression · 6 months rolling