+102.6%
PBR vs MTCH
-0.9%
+103.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +5.4% | +1.3% | +4.1% | +5.3% |
| 30D | +22.9% | +15.9% | +7.0% | +21.9% |
| 3M | +19.6% | +23.3% | -3.6% | +18.0% |
| 6M | +16.5% | +40.1% | -23.7% | +13.5% |
| YTD | +86.7% | +33.6% | +53.1% | +82.4% |
| 1Y | +74.7% | +14.1% | +60.6% | +73.4% |
| 3Y | +102.6% | +1.4% | +101.2% | +112.9% |
| All | +102.6% | -0.9% | +103.5% | +112.9% |
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