+1.4%
MTCH vs PSLV
+165.9%
-164.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.3% | -3.5% | +4.7% | +1.5% |
| 30D | +15.9% | -2.1% | +18.0% | +15.9% |
| 3M | +23.3% | -1.6% | +24.9% | +23.3% |
| 6M | +40.1% | -25.5% | +65.6% | +42.7% |
| YTD | +33.6% | -11.4% | +45.0% | +31.0% |
| 1Y | +14.1% | +48.6% | -34.5% | +3.2% |
| 3Y | +1.4% | +166.9% | -165.5% | -20.7% |
| All | +1.4% | +165.9% | -164.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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