-21.4%
PFE vs MTCH
-72.5%
+51.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -4.3% | -2.4% | -1.9% | -4.1% |
| 30D | +2.7% | +12.8% | -10.1% | +1.9% |
| 3M | +10.0% | +20.0% | -10.0% | +8.6% |
| 6M | +7.2% | +34.7% | -27.6% | +4.9% |
| YTD | +17.3% | +30.6% | -13.2% | +15.0% |
| 1Y | +20.3% | +10.9% | +9.4% | +18.9% |
| 3Y | -1.6% | -2.0% | +0.4% | -3.1% |
| 5Y | -21.4% | -72.6% | +51.3% | -25.8% |
| All | -21.4% | -72.5% | +51.2% | -25.8% |
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 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