+50.9%
PNC vs MTCH
-73.3%
+124.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.2% |
| 7D | -0.6% | +1.3% | -1.8% | -0.8% |
| 30D | -4.4% | +15.9% | -20.3% | -7.7% |
| 3M | +5.2% | +23.3% | -18.0% | -0.2% |
| 6M | +20.6% | +40.1% | -19.5% | +10.5% |
| YTD | +19.8% | +33.6% | -13.8% | +10.7% |
| 1Y | +24.4% | +14.1% | +10.3% | +19.3% |
| 3Y | +131.2% | +1.4% | +129.8% | +120.9% |
| All | +50.9% | -73.3% | +124.2% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling