+1,660.3%
PLTR vs MTCH
-59.3%
+1,719.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.1% |
| 7D | -4.1% | +1.3% | -5.3% | -4.7% |
| 30D | -2.2% | +15.9% | -18.1% | -9.5% |
| 3M | +27.6% | +23.3% | +4.3% | +14.4% |
| 6M | +10.3% | +40.1% | -29.8% | -7.4% |
| YTD | -5.9% | +33.6% | -39.5% | -20.0% |
| 1Y | +1.7% | +14.1% | -12.3% | -6.4% |
| 3Y | +959.1% | +1.4% | +957.7% | +879.3% |
| 5Y | +536.3% | -73.1% | +609.5% | +999.5% |
| All | +1,660.3% | -59.3% | +1,719.6% | +2,550.2% |
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