-1.6%
PFE vs MCHP
+0.1%
-1.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.2% |
| 7D | -2.7% | +2.8% | -5.4% | -2.9% |
| 30D | +3.8% | -12.8% | +16.7% | +5.1% |
| 3M | +10.4% | -19.2% | +29.6% | +12.0% |
| 6M | +6.3% | +14.5% | -8.3% | +3.0% |
| YTD | +17.4% | +17.1% | +0.2% | +13.2% |
| 1Y | +21.1% | +15.3% | +5.8% | +16.7% |
| 3Y | -1.6% | +0.5% | -2.1% | -8.8% |
| All | -1.6% | +0.1% | -1.7% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling