+15,399.2%
PGR vs MTCH
+14,793.4%
+605.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -0.6% | +1.3% | -1.9% | -0.7% |
| 30D | +4.9% | +15.9% | -10.9% | +3.5% |
| 3M | +7.6% | +23.3% | -15.6% | +5.3% |
| 6M | +8.3% | +40.1% | -31.9% | +4.4% |
| YTD | +1.7% | +33.6% | -31.9% | -1.5% |
| 1Y | -6.8% | +14.1% | -20.9% | -8.5% |
| 3Y | +73.4% | +1.4% | +72.0% | +69.7% |
| 5Y | +161.2% | -73.1% | +234.4% | +185.0% |
| 10Y | +819.5% | +204.8% | +614.7% | +638.2% |
| All | +15,399.2% | +14,793.4% | +605.8% | +10,249.7% |
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 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