+61.1%
PCG vs MTCH
-72.7%
+133.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | +5.4% | -1.8% | +7.2% | +5.6% |
| 30D | -15.1% | +10.4% | -25.6% | -16.1% |
| 3M | -9.8% | +21.0% | -30.8% | -12.0% |
| 6M | -18.0% | +36.6% | -54.6% | -21.5% |
| YTD | -7.2% | +29.7% | -36.9% | -10.8% |
| 1Y | +2.9% | +8.6% | -5.7% | +1.2% |
| 3Y | -11.1% | -2.7% | -8.4% | -12.8% |
| All | +61.1% | -72.7% | +133.8% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling