+180.4%
PBF vs MOH
+4.9%
+175.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.6% |
| 7D | +5.3% | +1.7% | +3.6% | +5.4% |
| 30D | +11.7% | -0.9% | +12.6% | +11.6% |
| 3M | +91.1% | +5.7% | +85.4% | +92.5% |
| 6M | +88.4% | +39.1% | +49.3% | +95.1% |
| YTD | +194.1% | +17.7% | +176.4% | +198.9% |
| 1Y | +180.4% | +8.4% | +172.0% | +166.4% |
| All | +180.4% | +4.9% | +175.5% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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