-22.3%
MOH vs PTC
+4.1%
-26.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +1.7% | -7.3% | +9.0% | +2.9% |
| 30D | -0.9% | -11.6% | +10.7% | +0.8% |
| 3M | +5.7% | +10.5% | -4.8% | +3.4% |
| 6M | +39.1% | -17.8% | +56.9% | +42.7% |
| YTD | +17.7% | -24.9% | +42.6% | +22.6% |
| 1Y | +8.4% | -36.8% | +45.2% | +16.8% |
| 3Y | -36.6% | -8.7% | -27.8% | -37.5% |
| All | -22.3% | +4.1% | -26.5% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling