+1,532.4%
PEP vs MTCH
+14,357.7%
-12,825.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +0.7% | +10.4% | -9.8% | 0.0% |
| 3M | -0.5% | +21.0% | -21.5% | -1.9% |
| 6M | -11.3% | +36.6% | -47.9% | -13.3% |
| YTD | -0.6% | +29.7% | -30.3% | -2.6% |
| 1Y | +1.7% | +8.6% | -6.9% | +0.7% |
| 3Y | -12.5% | -2.7% | -9.8% | -13.5% |
| 5Y | +3.9% | -72.9% | +76.8% | +10.2% |
| 10Y | +76.6% | +185.0% | -108.4% | +55.4% |
| All | +1,532.4% | +14,357.7% | -12,825.3% | +1,035.7% |
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