+802.0%
PBF vs MTCH
-72.5%
+874.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +2.3% | -1.4% | +3.8% | +2.5% |
| 30D | +11.6% | +13.6% | -2.1% | +9.7% |
| 3M | +81.7% | +22.4% | +59.3% | +76.6% |
| 6M | +96.4% | +37.2% | +59.3% | +87.0% |
| YTD | +189.5% | +31.8% | +157.7% | +176.4% |
| 1Y | +180.7% | +12.9% | +167.8% | +174.4% |
| 3Y | +56.6% | -1.1% | +57.8% | +52.8% |
| 5Y | +802.0% | -73.5% | +875.5% | +1,060.8% |
| All | +802.0% | -72.5% | +874.5% | +1,060.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling