+1,294.9%
PPL vs MTCH
+14,607.1%
-13,312.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +0.5% | +9.7% | -9.3% | -0.2% |
| 3M | +0.7% | +21.1% | -20.4% | -0.8% |
| 6M | -7.6% | +37.5% | -45.1% | -9.8% |
| YTD | +1.8% | +31.9% | -30.1% | -0.4% |
| 1Y | -0.8% | +14.6% | -15.3% | -2.0% |
| 3Y | +56.9% | -6.2% | +63.0% | +55.5% |
| 5Y | +39.5% | -70.6% | +110.1% | +46.8% |
| 10Y | +55.4% | +185.6% | -130.2% | +38.2% |
| All | +1,294.9% | +14,607.1% | -13,312.3% | +1,066.7% |
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