-38.7%
MOH vs PENG
+111.6%
-150.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.3% |
| 7D | -3.3% | +7.8% | -11.1% | -3.2% |
| 30D | -0.1% | -12.2% | +12.1% | -0.3% |
| 3M | -1.1% | -20.6% | +19.6% | -1.1% |
| 6M | +35.9% | +180.9% | -145.1% | +39.2% |
| YTD | +13.1% | +162.3% | -149.2% | +16.1% |
| 1Y | +11.8% | +107.3% | -95.5% | +14.2% |
| 3Y | -38.7% | +110.8% | -149.5% | -36.9% |
| All | -38.7% | +111.6% | -150.4% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling