+1,641.2%
PBR vs MTCH
+606.2%
+1,034.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +0.3% | -2.4% | +2.7% | +0.9% |
| 30D | +17.5% | +12.8% | +4.7% | +14.0% |
| 3M | +20.9% | +20.0% | +0.9% | +14.9% |
| 6M | +20.2% | +34.7% | -14.5% | +10.5% |
| YTD | +84.3% | +30.6% | +53.7% | +69.9% |
| 1Y | +77.1% | +10.9% | +66.2% | +69.6% |
| 3Y | +100.8% | -2.0% | +102.9% | +91.1% |
| 5Y | +556.1% | -72.6% | +628.8% | +719.7% |
| 10Y | +676.1% | +197.9% | +478.2% | +327.0% |
| All | +1,641.2% | +606.2% | +1,034.9% | +497.3% |
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