+285.5%
PFGC vs MTCH
+208.0%
+77.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -4.8% | +1.3% | -6.0% | -5.1% |
| 30D | -12.5% | +15.9% | -28.4% | -15.7% |
| 3M | -9.7% | +23.3% | -33.0% | -14.5% |
| 6M | +7.0% | +40.1% | -33.1% | -2.0% |
| YTD | +4.5% | +33.6% | -29.1% | -3.7% |
| 1Y | -11.6% | +14.1% | -25.7% | -15.4% |
| 3Y | +58.5% | +1.4% | +57.1% | +51.4% |
| 5Y | +112.6% | -73.1% | +185.7% | +172.8% |
| All | +285.5% | +208.0% | +77.5% | +196.7% |
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