+1,720.8%
PFE vs MTCH
+14,607.1%
-12,886.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | +10.2% | +9.7% | +0.5% | +9.3% |
| 3M | +12.7% | +21.1% | -8.4% | +10.7% |
| 6M | +10.5% | +37.5% | -27.0% | +7.3% |
| YTD | +20.2% | +31.9% | -11.8% | +17.0% |
| 1Y | +24.1% | +14.6% | +9.5% | +22.2% |
| 3Y | -3.6% | -6.2% | +2.6% | -4.6% |
| 5Y | -20.9% | -70.6% | +49.7% | -15.6% |
| 10Y | +35.8% | +185.6% | -149.7% | +13.6% |
| All | +1,720.8% | +14,607.1% | -12,886.3% | +1,167.1% |
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 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