+180.4%
PBF vs MTCH
+14.2%
+166.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.8% |
| 7D | +5.3% | +1.3% | +4.1% | +5.5% |
| 30D | +11.7% | +15.9% | -4.2% | +14.1% |
| 3M | +91.1% | +23.3% | +67.8% | +98.5% |
| 6M | +88.4% | +40.1% | +48.3% | +97.7% |
| YTD | +194.1% | +33.6% | +160.5% | +208.5% |
| 1Y | +180.4% | +14.1% | +166.3% | +198.9% |
| All | +180.4% | +14.2% | +166.2% | +198.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling