+17.0%
PG vs MTCH
+27.4%
-10.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.9% |
| 7D | +5.7% | -4.4% | +10.1% | +6.0% |
| 30D | +15.4% | -0.3% | +15.7% | +15.3% |
| 3M | +13.8% | -2.0% | +15.8% | +13.7% |
| 6M | +18.3% | +6.4% | +11.9% | +17.3% |
| YTD | +20.1% | +27.3% | -7.2% | +19.3% |
| 1Y | +17.0% | +30.3% | -13.3% | +16.3% |
| All | +17.0% | +27.4% | -10.4% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling