+3.4%
PEP vs MTCH
-72.5%
+75.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -1.4% | -1.4% | +0.1% | -1.3% |
| 30D | -0.2% | +13.6% | -13.9% | -0.9% |
| 3M | -4.3% | +22.4% | -26.7% | -5.3% |
| 6M | -13.2% | +37.2% | -50.4% | -14.6% |
| YTD | -1.9% | +31.8% | -33.7% | -3.4% |
| 1Y | -0.3% | +12.9% | -13.2% | -1.1% |
| 3Y | -13.6% | -1.1% | -12.5% | -14.5% |
| 5Y | +3.4% | -73.5% | +76.9% | +7.1% |
| All | +3.4% | -72.5% | +75.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling