+200.8%
MOH vs PENG
+710.3%
-509.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.8% | +7.9% | +3.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +3.0% | -15.2% | +18.1% | +4.0% |
| 3M | +1.2% | -16.9% | +18.1% | +1.3% |
| 6M | +41.7% | +161.5% | -119.8% | +28.8% |
| YTD | +15.4% | +148.6% | -133.2% | +5.0% |
| 1Y | +11.8% | +89.6% | -77.8% | +3.5% |
| 3Y | -37.5% | +99.8% | -137.3% | -45.0% |
| 5Y | -20.6% | +100.9% | -121.6% | -32.2% |
| All | +200.8% | +710.3% | -509.6% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PENG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling