+165.3%
PCAR vs MTCH
-72.7%
+238.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | 0.0% | -1.8% | +1.9% | +0.4% |
| 30D | -7.7% | +10.4% | -18.2% | -9.4% |
| 3M | +3.7% | +21.0% | -17.3% | 0.0% |
| 6M | +2.3% | +36.6% | -34.3% | -3.8% |
| YTD | +12.8% | +29.7% | -16.9% | +6.9% |
| 1Y | +27.8% | +8.6% | +19.2% | +24.9% |
| 3Y | +61.8% | -2.7% | +64.5% | +57.1% |
| All | +165.3% | -72.7% | +238.0% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling