+2,575.5%
PG vs MTCH
+14,793.4%
-12,217.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | +0.8% | +15.9% | -15.1% | -0.1% |
| 3M | -1.3% | +23.3% | -24.6% | -2.6% |
| 6M | -3.8% | +40.1% | -44.0% | -5.8% |
| YTD | +3.6% | +33.6% | -30.0% | +1.7% |
| 1Y | -5.7% | +14.1% | -19.8% | -6.7% |
| 3Y | +1.6% | +1.4% | +0.2% | +0.4% |
| 5Y | +14.6% | -73.1% | +87.7% | +20.5% |
| 10Y | +121.2% | +204.8% | -83.6% | +95.9% |
| All | +2,575.5% | +14,793.4% | -12,217.8% | +1,966.1% |
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