+662.8%
PENG vs MTCH
+128.0%
+534.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +7.8% | -1.8% | +9.6% | +8.4% |
| 30D | -12.2% | +10.4% | -22.6% | -15.4% |
| 3M | -20.6% | +21.0% | -41.6% | -26.6% |
| 6M | +180.9% | +36.6% | +144.3% | +149.3% |
| YTD | +162.3% | +29.7% | +132.6% | +136.7% |
| 1Y | +107.3% | +8.6% | +98.7% | +98.5% |
| 3Y | +110.8% | -2.7% | +113.5% | +103.9% |
| 5Y | +117.8% | -72.9% | +190.8% | +198.8% |
| All | +662.8% | +128.0% | +534.8% | +419.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling