+604.2%
PENG vs MTCH
+131.8%
+472.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +13.2% | +6.7% | +6.6% | +11.0% |
| 30D | -29.9% | -1.8% | -28.1% | -30.0% |
| 3M | -22.2% | +12.2% | -34.5% | -26.1% |
| 6M | -1.9% | +16.6% | -18.5% | -9.0% |
| YTD | +142.1% | +31.8% | +110.3% | +115.6% |
| 1Y | +151.5% | +30.8% | +120.7% | +124.5% |
| 3Y | +206.9% | +49.6% | +157.3% | +153.4% |
| 5Y | +58.2% | -70.3% | +128.6% | +110.6% |
| All | +604.2% | +131.8% | +472.4% | +373.3% |
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