+66.8%
PPL vs MTCH
+144.3%
-77.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | 0.0% | +3.7% | -3.7% | -0.3% |
| 30D | +4.3% | -2.8% | +7.1% | +4.5% |
| 3M | +2.9% | +9.3% | -6.3% | +1.9% |
| 6M | +1.1% | +9.2% | -8.1% | -0.1% |
| YTD | +4.5% | +26.5% | -22.0% | +1.5% |
| 1Y | +0.1% | +22.6% | -22.5% | -2.5% |
| 3Y | +55.7% | +40.8% | +14.9% | +47.7% |
| 5Y | +47.6% | -72.9% | +120.5% | +60.7% |
| 10Y | +66.8% | +152.4% | -85.6% | +57.2% |
| All | +66.8% | +144.3% | -77.5% | +57.2% |
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