+32.5%
PFE vs MCHP
+196.2%
-163.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -4.0% | -2.1% | -1.9% | -3.7% |
| 30D | +3.9% | -11.1% | +15.0% | +5.6% |
| 3M | +9.9% | -18.1% | +28.0% | +12.2% |
| 6M | +5.3% | +10.8% | -5.5% | +2.0% |
| YTD | +16.8% | +14.2% | +2.5% | +12.2% |
| 1Y | +20.4% | +13.5% | +7.0% | +15.4% |
| 3Y | -2.1% | -2.0% | -0.1% | -7.2% |
| 5Y | -21.0% | +1.4% | -22.4% | -27.7% |
| All | +32.5% | +196.2% | -163.7% | -5.2% |
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