-72.7%
MTCH vs PSLV
+154.2%
-227.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.3% | -3.5% | +4.7% | +1.7% |
| 30D | +15.9% | -2.1% | +18.0% | +16.0% |
| 3M | +23.3% | -1.6% | +24.9% | +23.2% |
| 6M | +40.1% | -25.5% | +65.6% | +44.7% |
| YTD | +33.6% | -11.4% | +45.0% | +29.3% |
| 1Y | +14.1% | +48.6% | -34.5% | -2.9% |
| 3Y | +1.4% | +166.9% | -165.5% | -29.0% |
| All | -72.7% | +154.2% | -227.0% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling