-17.0%
PPG vs MTCH
-0.9%
-16.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | -6.2% | +1.3% | -7.5% | -6.5% |
| 30D | -7.9% | +15.9% | -23.8% | -11.1% |
| 3M | -10.2% | +23.3% | -33.5% | -14.8% |
| 6M | +2.7% | +40.1% | -37.5% | -5.6% |
| YTD | +4.9% | +33.6% | -28.7% | -2.9% |
| 1Y | -3.2% | +14.1% | -17.3% | -7.1% |
| 3Y | -17.0% | +1.4% | -18.4% | -19.1% |
| All | -17.0% | -0.9% | -16.1% | -19.1% |
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