+14.1%
MTCH vs PEGA
-36.0%
+50.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +1.3% | -3.0% | +4.3% | +2.0% |
| 30D | +15.9% | +15.9% | 0.0% | +11.4% |
| 3M | +23.3% | +10.8% | +12.4% | +19.0% |
| 6M | +40.1% | -16.5% | +56.6% | +43.9% |
| YTD | +33.6% | -39.0% | +72.6% | +45.8% |
| 1Y | +14.1% | -37.3% | +51.4% | +22.7% |
| All | +14.1% | -36.0% | +50.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PEGA 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling