-21.1%
PCG vs MTCH
+28.9%
-50.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.3% |
| 7D | -2.2% | +3.5% | -5.8% | -2.5% |
| 30D | -0.5% | +0.3% | -0.7% | -0.7% |
| 3M | -24.0% | +13.7% | -37.7% | -24.6% |
| 6M | -18.6% | +17.6% | -36.2% | -19.1% |
| YTD | -17.7% | +31.8% | -49.5% | -20.4% |
| All | -21.1% | +28.9% | -50.0% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling