+75.3%
PEP vs MTCH
+208.0%
-132.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.0% | +1.3% | -2.2% | -1.1% |
| 30D | -0.7% | +15.9% | -16.5% | -1.9% |
| 3M | -4.1% | +23.3% | -27.4% | -5.8% |
| 6M | -13.1% | +40.1% | -53.2% | -15.6% |
| YTD | -2.1% | +33.6% | -35.7% | -4.7% |
| 1Y | -1.7% | +14.1% | -15.7% | -3.1% |
| 3Y | -15.1% | +1.4% | -16.5% | -16.5% |
| 5Y | +3.1% | -73.1% | +76.3% | +12.7% |
| All | +75.3% | +208.0% | -132.8% | +51.8% |
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