-17.7%
PSKY vs MTCH
-0.9%
-16.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.8% | +1.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.8% |
| 30D | +11.6% | +15.9% | -4.3% | +6.3% |
| 3M | +1.5% | +23.3% | -21.7% | -6.0% |
| 6M | +7.7% | +40.1% | -32.4% | -4.5% |
| YTD | -20.1% | +33.6% | -53.7% | -28.3% |
| 1Y | -38.3% | +14.1% | -52.4% | -41.6% |
| 3Y | -17.7% | +1.4% | -19.2% | -21.0% |
| All | -17.7% | -0.9% | -16.8% | -21.0% |
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