+214.6%
MOH vs PENG
+689.3%
-474.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.1% |
| 7D | +0.2% | +13.2% | -13.0% | -0.6% |
| 30D | +0.1% | -29.9% | +30.1% | +1.8% |
| 3M | +1.8% | -22.2% | +24.1% | +2.4% |
| 6M | +9.1% | -1.9% | +11.0% | +6.4% |
| YTD | +20.7% | +142.1% | -121.4% | +8.9% |
| 1Y | +51.3% | +151.5% | -100.2% | +36.0% |
| 3Y | -42.0% | +206.9% | -248.9% | -50.8% |
| 5Y | -33.1% | +58.2% | -91.4% | -41.6% |
| All | +214.6% | +689.3% | -474.7% | +124.4% |
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