+182.0%
MOH vs PFGC
+403.3%
-221.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -4.2% | -3.7% | -0.5% | -3.6% |
| 30D | -2.4% | -16.0% | +13.6% | +0.3% |
| 3M | -4.4% | -4.1% | -0.3% | -3.9% |
| 6M | +32.9% | +8.7% | +24.2% | +30.7% |
| YTD | +11.9% | +6.4% | +5.5% | +9.9% |
| 1Y | +6.9% | -8.4% | +15.3% | +7.6% |
| 3Y | -39.4% | +61.8% | -101.2% | -44.9% |
| 5Y | -25.0% | +108.7% | -133.7% | -35.5% |
| 10Y | +244.9% | +298.1% | -53.3% | +151.1% |
| All | +182.0% | +403.3% | -221.4% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling