+57.6%
PPL vs MTCH
+188.8%
-131.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -1.3% | +12.8% | -14.1% | -2.4% |
| 3M | -2.6% | +20.0% | -22.5% | -4.4% |
| 6M | -8.4% | +34.7% | -43.1% | -11.3% |
| YTD | +0.2% | +30.6% | -30.4% | -2.8% |
| 1Y | -0.2% | +10.9% | -11.2% | -1.7% |
| 3Y | +52.9% | -2.0% | +55.0% | +50.3% |
| 5Y | +36.8% | -72.6% | +109.5% | +48.9% |
| 10Y | +57.6% | +197.9% | -140.3% | +31.4% |
| All | +57.6% | +188.8% | -131.2% | +31.4% |
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