-18.6%
PCG vs MTCH
+14.0%
-32.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.5% |
| 7D | -2.2% | +3.5% | -5.8% | -2.7% |
| 30D | -0.5% | +0.3% | -0.7% | -1.0% |
| 3M | -24.0% | +13.7% | -37.7% | -25.6% |
| 6M | -18.6% | +17.6% | -36.2% | -18.9% |
| All | -18.6% | +14.0% | -32.7% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling