+261.9%
MOH vs PFG
+251.1%
+10.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -0.9% | +2.9% | -3.8% | -1.8% |
| 3M | +5.7% | +6.7% | -1.0% | +3.5% |
| 6M | +39.1% | +33.8% | +5.3% | +27.4% |
| YTD | +17.7% | +35.0% | -17.3% | +7.1% |
| 1Y | +8.4% | +46.4% | -38.0% | -3.9% |
| 3Y | -36.6% | +71.7% | -108.2% | -47.4% |
| 5Y | -19.1% | +113.7% | -132.8% | -38.9% |
| All | +261.9% | +251.1% | +10.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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