+2,083.6%
PNR vs MTCH
+14,593.1%
-12,509.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -5.5% | -1.4% | -4.0% | -5.3% |
| 30D | -15.6% | +13.6% | -29.2% | -17.2% |
| 3M | -20.2% | +22.4% | -42.6% | -22.8% |
| 6M | -36.6% | +37.2% | -73.8% | -39.8% |
| YTD | -45.0% | +31.8% | -76.8% | -47.4% |
| 1Y | -47.4% | +12.9% | -60.3% | -48.7% |
| 3Y | -13.7% | -1.1% | -12.6% | -15.5% |
| 5Y | -20.8% | -73.5% | +52.7% | -9.4% |
| 10Y | +65.2% | +200.7% | -135.5% | +30.0% |
| All | +2,083.6% | +14,593.1% | -12,509.5% | +1,287.7% |
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