+243.8%
PFG vs MTCH
+208.0%
+35.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +2.9% | +15.9% | -13.0% | -0.2% |
| 3M | +6.7% | +23.3% | -16.6% | +2.0% |
| 6M | +33.8% | +40.1% | -6.4% | +24.4% |
| YTD | +35.0% | +33.6% | +1.4% | +26.5% |
| 1Y | +46.4% | +14.1% | +32.3% | +41.4% |
| 3Y | +71.7% | +1.4% | +70.2% | +65.5% |
| 5Y | +113.7% | -73.1% | +186.8% | +154.1% |
| All | +243.8% | +208.0% | +35.7% | +161.6% |
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