+261.9%
MOH vs PEGA
+184.6%
+77.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +1.7% | -3.0% | +4.7% | +2.2% |
| 30D | -0.9% | +15.9% | -16.8% | -3.3% |
| 3M | +5.7% | +10.8% | -5.1% | +3.3% |
| 6M | +39.1% | -16.5% | +55.6% | +41.5% |
| YTD | +17.7% | -39.0% | +56.7% | +25.4% |
| 1Y | +8.4% | -37.3% | +45.7% | +14.3% |
| 3Y | -36.6% | +59.2% | -95.7% | -47.0% |
| 5Y | -19.1% | -44.9% | +25.8% | -13.0% |
| All | +261.9% | +184.6% | +77.3% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling