+287.1%
PCAR vs MTCH
+142.9%
+144.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.9% | +6.7% | -1.7% | +3.9% |
| 30D | -1.4% | -1.8% | +0.4% | -1.3% |
| 3M | -18.1% | +12.2% | -30.4% | -19.7% |
| 6M | -4.0% | +16.6% | -20.6% | -6.6% |
| YTD | -1.5% | +31.8% | -33.3% | -6.2% |
| 1Y | +13.2% | +30.8% | -17.6% | +7.9% |
| 3Y | +35.8% | +49.6% | -13.8% | +25.6% |
| 5Y | +114.6% | -70.3% | +185.0% | +137.0% |
| All | +287.1% | +142.9% | +144.2% | +228.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling