+215.1%
MOH vs PENG
+735.0%
-519.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -3.1% | +34.6% | -37.7% | -4.9% |
| 30D | +0.2% | -35.9% | +36.1% | +2.3% |
| 3M | +1.8% | -14.7% | +16.5% | +1.8% |
| 6M | +9.5% | +13.5% | -4.0% | +5.7% |
| YTD | +20.9% | +156.1% | -135.2% | +8.7% |
| 1Y | +48.8% | +141.3% | -92.5% | +34.3% |
| 3Y | -41.4% | +223.4% | -264.8% | -50.5% |
| 5Y | -33.0% | +67.4% | -100.4% | -41.7% |
| All | +215.1% | +735.0% | -519.9% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling