+69.6%
PBR vs MTCH
+13.9%
+55.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.1% |
| 7D | +8.6% | +0.7% | +7.9% | +8.6% |
| 30D | +12.8% | +9.7% | +3.1% | +14.1% |
| 3M | +14.7% | +21.1% | -6.4% | +17.6% |
| 6M | +25.2% | +37.5% | -12.3% | +29.9% |
| YTD | +77.1% | +31.9% | +45.2% | +83.8% |
| 1Y | +69.6% | +14.6% | +55.0% | +72.0% |
| All | +69.6% | +13.9% | +55.7% | +72.0% |
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