+8.4%
MOH vs PTC
-36.4%
+44.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | +1.7% | -7.3% | +9.0% | +1.6% |
| 30D | -0.9% | -11.6% | +10.7% | -1.1% |
| 3M | +5.7% | +10.5% | -4.8% | +5.2% |
| 6M | +39.1% | -17.8% | +56.9% | +37.6% |
| YTD | +17.7% | -24.9% | +42.6% | +19.3% |
| 1Y | +8.4% | -36.8% | +45.2% | +15.6% |
| All | +8.4% | -36.4% | +44.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling