+973.4%
PFG vs MTCH
+744.1%
+229.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +6.0% | -1.8% | +7.8% | +6.6% |
| 30D | +2.2% | +10.4% | -8.2% | -1.0% |
| 3M | +10.4% | +21.0% | -10.6% | +3.4% |
| 6M | +27.8% | +36.6% | -8.8% | +14.9% |
| YTD | +33.6% | +29.7% | +4.0% | +21.9% |
| 1Y | +49.3% | +8.6% | +40.7% | +43.5% |
| 3Y | +69.7% | -2.7% | +72.4% | +62.1% |
| 5Y | +111.3% | -72.9% | +184.3% | +184.5% |
| 10Y | +240.3% | +185.0% | +55.3% | +47.4% |
| All | +973.4% | +744.1% | +229.4% | +147.1% |
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