-75.9%
PCG vs MTCH
+203.9%
-279.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | +0.5% | -1.4% | +1.9% | +0.7% |
| 30D | -18.9% | +13.6% | -32.5% | -20.3% |
| 3M | -15.8% | +22.4% | -38.2% | -18.2% |
| 6M | -22.6% | +37.2% | -59.7% | -26.1% |
| YTD | -12.2% | +31.8% | -44.0% | -15.9% |
| 1Y | -7.1% | +12.9% | -20.0% | -9.2% |
| 3Y | -15.8% | -1.1% | -14.7% | -17.8% |
| 5Y | +53.3% | -73.5% | +126.8% | +77.0% |
| All | -75.9% | +203.9% | -279.8% | -79.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling