+32.5%
PFE vs MTCH
+203.9%
-171.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -4.0% | -1.4% | -2.6% | -3.9% |
| 30D | +3.9% | +13.6% | -9.8% | +2.8% |
| 3M | +9.9% | +22.4% | -12.5% | +8.0% |
| 6M | +5.3% | +37.2% | -31.9% | +2.4% |
| YTD | +16.8% | +31.8% | -15.0% | +13.8% |
| 1Y | +20.4% | +12.9% | +7.5% | +18.7% |
| 3Y | -2.1% | -1.1% | -1.0% | -3.6% |
| 5Y | -21.0% | -73.5% | +52.5% | -15.3% |
| All | +32.5% | +203.9% | -171.4% | +9.7% |
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 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