+2,141.0%
PEG vs MTCH
+14,456.1%
-12,315.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | -1.7% | +12.8% | -14.5% | -2.5% |
| 3M | -6.8% | +20.0% | -26.7% | -8.0% |
| 6M | -11.4% | +34.7% | -46.1% | -13.2% |
| YTD | -7.2% | +30.6% | -37.8% | -9.1% |
| 1Y | -6.1% | +10.9% | -17.1% | -7.1% |
| 3Y | +31.8% | -2.0% | +33.8% | +30.2% |
| 5Y | +35.6% | -72.6% | +108.2% | +42.9% |
| 10Y | +148.7% | +197.9% | -49.2% | +119.7% |
| All | +2,141.0% | +14,456.1% | -12,315.1% | +1,701.9% |
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 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