-36.6%
MOH vs PFGC
+58.8%
-95.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +1.7% | -4.8% | +6.5% | +2.4% |
| 30D | -0.9% | -12.5% | +11.7% | +0.9% |
| 3M | +5.7% | -9.7% | +15.4% | +7.0% |
| 6M | +39.1% | +7.0% | +32.1% | +37.0% |
| YTD | +17.7% | +4.5% | +13.2% | +15.7% |
| 1Y | +8.4% | -11.6% | +20.0% | +10.4% |
| 3Y | -36.6% | +58.5% | -95.1% | -44.9% |
| All | -36.6% | +58.8% | -95.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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