+56.8%
PBF vs MTCH
-2.2%
+59.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +2.3% | -1.4% | +3.8% | +2.5% |
| 30D | +11.6% | +13.6% | -2.1% | +10.0% |
| 3M | +81.7% | +22.4% | +59.3% | +77.5% |
| 6M | +96.4% | +37.2% | +59.3% | +87.8% |
| YTD | +189.5% | +31.8% | +157.7% | +177.7% |
| 1Y | +180.7% | +12.9% | +167.8% | +176.6% |
| All | +56.8% | -2.2% | +59.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling