+1.6%
PTC vs MTCH
+27.4%
-25.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.9% | -0.6% |
| 7D | +0.1% | -4.4% | +4.5% | +1.1% |
| 30D | +1.5% | -0.3% | +1.8% | +0.9% |
| 3M | +37.8% | -2.0% | +39.8% | +37.3% |
| 6M | +41.2% | +6.4% | +34.8% | +35.9% |
| YTD | +12.0% | +27.3% | -15.3% | -2.8% |
| 1Y | +1.6% | +30.3% | -28.7% | -13.8% |
| All | +1.6% | +27.4% | -25.8% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling