+72.9%
PBR vs MTCH
+27.4%
+45.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.4% | -11.4% | -6.4% |
| 7D | -11.0% | -4.4% | -6.6% | -11.2% |
| 30D | -18.8% | -0.3% | -18.5% | -18.3% |
| 3M | +7.8% | -2.0% | +9.8% | +8.4% |
| 6M | -7.6% | +6.4% | -14.0% | -5.3% |
| YTD | +72.7% | +27.3% | +45.3% | +82.5% |
| 1Y | +72.9% | +30.3% | +42.6% | +81.1% |
| All | +72.9% | +27.4% | +45.5% | +81.1% |
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