+169.6%
PENG vs MTCH
+38.0%
+131.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.8% | +6.4% |
| 7D | +4.5% | +0.7% | +3.9% | +4.6% |
| 30D | -7.1% | +9.7% | -16.8% | -7.4% |
| 3M | -27.3% | +21.1% | -48.3% | -29.6% |
| 6M | +169.6% | +37.5% | +132.1% | +120.7% |
| All | +169.6% | +38.0% | +131.6% | +120.7% |
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