+1,614.8%
PEP vs MTCH
+14,599.3%
-12,984.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.9% | +6.7% | -3.8% | +2.4% |
| 30D | +12.5% | -1.8% | +14.3% | +12.6% |
| 3M | +4.5% | +12.2% | -7.7% | +3.6% |
| 6M | -0.5% | +16.6% | -17.1% | -1.7% |
| YTD | +4.4% | +31.8% | -27.4% | +2.1% |
| 1Y | +4.4% | +30.8% | -26.5% | +2.1% |
| 3Y | -3.4% | +49.6% | -53.0% | -7.2% |
| 5Y | +5.2% | -70.3% | +75.5% | +10.9% |
| 10Y | +92.1% | +155.1% | -62.9% | +70.3% |
| All | +1,614.8% | +14,599.3% | -12,984.5% | +1,090.8% |
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 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