+10,137.0%
PCAR vs MTCH
+14,607.1%
-4,470.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -6.2% | +9.7% | -16.0% | -7.9% |
| 3M | +5.9% | +21.1% | -15.2% | +1.9% |
| 6M | +0.4% | +37.5% | -37.1% | -5.8% |
| YTD | +14.8% | +31.9% | -17.1% | +8.3% |
| 1Y | +30.1% | +14.6% | +15.6% | +25.9% |
| 3Y | +66.7% | -6.2% | +72.8% | +63.8% |
| 5Y | +166.1% | -70.6% | +236.7% | +208.4% |
| 10Y | +353.7% | +185.6% | +168.1% | +210.2% |
| All | +10,137.0% | +14,607.1% | -4,470.2% | +5,100.7% |
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