+2,528.7%
MTCH vs PEGA
+1,154.6%
+1,374.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.1% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | +10.4% | +9.6% | +0.8% | +9.0% |
| 3M | +21.0% | +2.3% | +18.7% | +20.2% |
| 6M | +36.6% | -23.9% | +60.5% | +40.9% |
| YTD | +29.7% | -39.8% | +69.4% | +37.5% |
| 1Y | +8.6% | -37.4% | +46.0% | +14.3% |
| 3Y | -2.7% | +53.1% | -55.8% | -11.5% |
| 5Y | -72.9% | -47.2% | -25.7% | -72.3% |
| 10Y | +185.0% | +174.3% | +10.7% | +145.8% |
| All | +2,528.7% | +1,154.6% | +1,374.1% | +1,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling