-76.3%
PCG vs MTCH
+142.9%
-219.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.6% |
| 7D | -2.2% | +3.5% | -5.8% | -2.7% |
| 30D | -0.5% | +0.3% | -0.7% | -0.7% |
| 3M | -24.0% | +13.7% | -37.7% | -25.4% |
| 6M | -18.6% | +17.6% | -36.2% | -20.7% |
| YTD | -17.7% | +31.8% | -49.5% | -21.3% |
| 1Y | -20.0% | +29.2% | -49.2% | -23.4% |
| 3Y | -20.2% | +46.7% | -67.0% | -26.3% |
| 5Y | +8.4% | -70.9% | +79.3% | +23.4% |
| All | -76.3% | +142.9% | -219.1% | -78.1% |
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 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