-70.4%
PSKY vs MTCH
-73.3%
+2.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 3M | +1.5% | +23.3% | -21.7% | -6.3% |
| 6M | +7.7% | +40.1% | -32.4% | -5.0% |
| YTD | -20.1% | +33.6% | -53.7% | -28.7% |
| 1Y | -38.3% | +14.1% | -52.4% | -41.9% |
| 3Y | -17.7% | +1.4% | -19.2% | -22.1% |
| All | -70.4% | -73.3% | +2.8% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling