+344.9%
PBF vs MTCH
+246.4%
+98.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.6% |
| 7D | +2.4% | -1.8% | +4.2% | +2.7% |
| 30D | +24.9% | +10.4% | +14.4% | +22.5% |
| 3M | +81.9% | +21.0% | +60.9% | +75.1% |
| 6M | +79.4% | +36.6% | +42.7% | +67.9% |
| YTD | +188.3% | +29.7% | +158.6% | +171.8% |
| 1Y | +177.3% | +8.6% | +168.7% | +169.9% |
| 3Y | +56.0% | -2.7% | +58.7% | +51.3% |
| 5Y | +804.0% | -72.9% | +876.9% | +976.5% |
| 10Y | +334.1% | +185.0% | +149.1% | +191.4% |
| All | +344.9% | +246.4% | +98.4% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling