-44.6%
PNR vs MTCH
+13.9%
-58.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.6% |
| 7D | -2.4% | +0.7% | -3.0% | -2.5% |
| 30D | -12.8% | +9.7% | -22.5% | -14.7% |
| 3M | -17.0% | +21.1% | -38.1% | -21.9% |
| 6M | -37.4% | +37.5% | -74.9% | -44.6% |
| YTD | -41.6% | +31.9% | -73.5% | -47.6% |
| 1Y | -44.6% | +14.6% | -59.2% | -49.0% |
| All | -44.6% | +13.9% | -58.5% | -49.0% |
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