+12.4%
PCG vs MTCH
+14,607.1%
-14,594.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.6% |
| 7D | -13.9% | +0.7% | -14.5% | -13.9% |
| 30D | -16.9% | +9.7% | -26.6% | -17.5% |
| 3M | -14.7% | +21.1% | -35.8% | -16.2% |
| 6M | -23.8% | +37.5% | -61.3% | -26.1% |
| YTD | -10.5% | +31.9% | -42.4% | -13.0% |
| 1Y | -5.1% | +14.6% | -19.7% | -6.6% |
| 3Y | -11.6% | -6.2% | -5.4% | -12.5% |
| 5Y | +59.0% | -70.6% | +129.6% | +70.9% |
| 10Y | -75.7% | +185.6% | -261.3% | -78.8% |
| All | +12.4% | +14,607.1% | -14,594.7% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling