+1,431.7%
MOH vs PPG
+624.8%
+807.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.8% |
| 7D | +1.7% | -6.2% | +8.0% | +4.6% |
| 30D | -0.9% | -7.9% | +7.1% | +2.7% |
| 3M | +5.7% | -10.2% | +15.9% | +10.2% |
| 6M | +39.1% | +2.7% | +36.5% | +34.8% |
| YTD | +17.7% | +4.9% | +12.8% | +12.1% |
| 1Y | +8.4% | -3.2% | +11.6% | +6.8% |
| 3Y | -36.6% | -17.0% | -19.6% | -34.7% |
| 5Y | -19.1% | -23.3% | +4.2% | -16.7% |
| 10Y | +262.8% | +26.4% | +236.4% | +170.1% |
| All | +1,431.7% | +624.8% | +807.0% | +394.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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