-38.0%
PSKY vs MTCH
+557.6%
-595.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | -6.0% | -1.4% | -4.5% | -5.6% |
| 30D | +10.7% | +13.6% | -3.0% | +6.1% |
| 3M | +1.2% | +22.4% | -21.2% | -5.8% |
| 6M | +1.5% | +37.2% | -35.7% | -9.0% |
| YTD | -21.8% | +31.8% | -53.6% | -29.2% |
| 1Y | -30.2% | +12.9% | -43.1% | -33.7% |
| 3Y | -20.1% | -1.1% | -19.0% | -23.4% |
| 5Y | -70.5% | -73.5% | +3.0% | -59.9% |
| 10Y | -75.2% | +200.7% | -275.9% | -89.1% |
| All | -38.0% | +557.6% | -595.6% | -87.6% |
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