+1,356.0%
MOH vs PTC
+1,516.2%
-160.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.2% |
| 7D | -4.2% | -13.6% | +9.4% | -0.3% |
| 30D | -2.4% | -14.7% | +12.3% | +1.7% |
| 3M | -4.4% | -5.9% | +1.5% | -3.8% |
| 6M | +32.9% | -21.1% | +54.1% | +40.0% |
| YTD | +11.9% | -26.0% | +37.9% | +19.4% |
| 1Y | +6.9% | -36.8% | +43.8% | +19.3% |
| 3Y | -39.4% | -10.3% | -29.2% | -40.3% |
| 5Y | -25.0% | +1.2% | -26.1% | -30.6% |
| 10Y | +244.9% | +198.3% | +46.6% | +117.3% |
| All | +1,356.0% | +1,516.2% | -160.2% | +533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling