-14.8%
PNR vs MTCH
-0.9%
-13.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | -6.0% | +1.3% | -7.3% | -6.3% |
| 30D | -14.0% | +15.9% | -29.9% | -17.0% |
| 3M | -21.7% | +23.3% | -45.0% | -26.1% |
| 6M | -37.3% | +40.1% | -77.4% | -43.0% |
| YTD | -45.1% | +33.6% | -78.7% | -49.5% |
| 1Y | -49.1% | +14.1% | -63.2% | -51.5% |
| 3Y | -14.8% | +1.4% | -16.3% | -17.3% |
| All | -14.8% | -0.9% | -13.9% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling