+409.4%
PFGC vs MTCH
+142.1%
+267.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -15.8% | +10.4% | -26.2% | -17.7% |
| 3M | -0.6% | +21.0% | -21.6% | -5.1% |
| 6M | +10.7% | +36.6% | -26.0% | +2.4% |
| YTD | +7.6% | +29.7% | -22.0% | +0.3% |
| 1Y | -7.8% | +8.6% | -16.4% | -10.6% |
| 3Y | +63.7% | -2.7% | +66.4% | +58.3% |
| 5Y | +112.3% | -72.9% | +185.2% | +166.1% |
| 10Y | +286.7% | +185.0% | +101.7% | +214.1% |
| All | +409.4% | +142.1% | +267.3% | +328.3% |
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