+1,402.1%
MOH vs PFG
+579.6%
+822.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +2.9% |
| 7D | -1.3% | -3.0% | +1.7% | -0.5% |
| 30D | +3.0% | +2.5% | +0.5% | +2.2% |
| 3M | +1.2% | +6.1% | -4.9% | -0.6% |
| 6M | +41.7% | +31.3% | +10.4% | +31.2% |
| YTD | +15.4% | +33.6% | -18.1% | +6.0% |
| 1Y | +11.8% | +48.5% | -36.7% | -0.3% |
| 3Y | -37.5% | +69.6% | -107.1% | -47.1% |
| 5Y | -20.6% | +111.5% | -132.1% | -37.9% |
| 10Y | +255.8% | +244.2% | +11.6% | +129.3% |
| All | +1,402.1% | +579.6% | +822.5% | +551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling