+198.1%
MTCH vs PEGA
+184.6%
+13.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +1.3% | -3.0% | +4.3% | +2.4% |
| 30D | +15.9% | +15.9% | 0.0% | +9.4% |
| 3M | +23.3% | +10.8% | +12.4% | +17.2% |
| 6M | +40.1% | -16.5% | +56.6% | +46.7% |
| YTD | +33.6% | -39.0% | +72.6% | +55.5% |
| 1Y | +14.1% | -37.3% | +51.4% | +30.1% |
| 3Y | +1.4% | +59.2% | -57.7% | -30.9% |
| 5Y | -73.1% | -44.9% | -28.3% | -71.4% |
| All | +198.1% | +184.6% | +13.5% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling