+1,778.0%
PFE vs MCHP
+41,329.5%
-39,551.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.4% |
| 7D | +1.8% | +1.7% | +0.1% | +1.6% |
| 30D | +10.2% | -4.1% | +14.3% | +10.5% |
| 3M | +12.7% | -22.5% | +35.2% | +14.8% |
| 6M | +10.5% | +7.3% | +3.3% | +8.8% |
| YTD | +20.2% | +18.4% | +1.8% | +17.0% |
| 1Y | +24.1% | +18.1% | +5.9% | +20.5% |
| 3Y | -3.6% | -2.8% | -0.8% | -6.4% |
| 5Y | -20.9% | +5.5% | -26.4% | -24.8% |
| 10Y | +35.8% | +185.8% | -150.0% | +15.1% |
| All | +1,778.0% | +41,329.5% | -39,551.5% | +1,098.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling