-75.6%
PCG vs MTCH
+201.0%
-276.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.3% |
| 7D | +6.5% | -2.4% | +8.8% | +6.8% |
| 30D | -16.7% | +12.8% | -29.5% | -18.0% |
| 3M | -14.2% | +20.0% | -34.1% | -16.3% |
| 6M | -21.5% | +34.7% | -56.2% | -24.8% |
| YTD | -11.2% | +30.6% | -41.8% | -14.8% |
| 1Y | -4.2% | +10.9% | -15.1% | -6.1% |
| 3Y | -14.9% | -2.0% | -12.8% | -16.8% |
| 5Y | +54.2% | -72.6% | +126.9% | +77.2% |
| All | -75.6% | +201.0% | -276.7% | -79.3% |
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