+579.6%
PENG vs MTCH
+118.8%
+460.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.0% |
| 7D | -3.8% | -6.6% | +2.8% | -2.0% |
| 30D | -40.1% | -4.4% | -35.7% | -39.7% |
| 3M | -21.8% | +6.0% | -27.8% | -24.3% |
| 6M | +3.3% | +7.4% | -4.1% | -1.5% |
| YTD | +133.6% | +24.5% | +109.2% | +111.8% |
| 1Y | +110.7% | +22.3% | +88.4% | +92.3% |
| 3Y | +204.3% | +42.4% | +161.9% | +155.0% |
| 5Y | +54.4% | -73.6% | +127.9% | +112.6% |
| All | +579.6% | +118.8% | +460.7% | +364.9% |
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