+522.0%
PENG vs MTCH
+117.3%
+404.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.5% |
| 7D | -19.4% | -5.7% | -13.7% | -18.3% |
| 30D | -42.4% | -4.5% | -37.9% | -42.0% |
| 3M | -25.6% | +7.1% | -32.8% | -28.3% |
| 6M | +7.3% | +3.8% | +3.5% | +3.5% |
| YTD | +113.9% | +23.6% | +90.2% | +94.3% |
| 1Y | +93.6% | +22.2% | +71.3% | +76.6% |
| 3Y | +170.2% | +43.6% | +126.6% | +125.7% |
| 5Y | +44.2% | -74.6% | +118.8% | +100.9% |
| All | +522.0% | +117.3% | +404.7% | +326.4% |
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