+24.1%
PPG vs MTCH
+208.0%
-183.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.2% |
| 7D | -6.2% | +1.3% | -7.5% | -6.5% |
| 30D | -7.9% | +15.9% | -23.8% | -10.5% |
| 3M | -10.2% | +23.3% | -33.5% | -13.9% |
| 6M | +2.7% | +40.1% | -37.5% | -3.9% |
| YTD | +4.9% | +33.6% | -28.7% | -1.2% |
| 1Y | -3.2% | +14.1% | -17.3% | -6.3% |
| 3Y | -17.0% | +1.4% | -18.4% | -19.7% |
| 5Y | -23.3% | -73.1% | +49.8% | -12.7% |
| All | +24.1% | +208.0% | -183.9% | -3.5% |
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