+341.8%
PBF vs MTCH
+208.0%
+133.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +5.3% | +1.3% | +4.1% | +5.1% |
| 30D | +11.7% | +15.9% | -4.2% | +8.9% |
| 3M | +91.1% | +23.3% | +67.8% | +83.8% |
| 6M | +88.4% | +40.1% | +48.3% | +76.2% |
| YTD | +194.1% | +33.6% | +160.5% | +176.4% |
| 1Y | +180.4% | +14.1% | +166.3% | +171.1% |
| 3Y | +59.3% | +1.4% | +57.9% | +53.6% |
| 5Y | +816.3% | -73.1% | +889.4% | +991.5% |
| All | +341.8% | +208.0% | +133.8% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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