+750.5%
PBF vs MOH
-19.7%
+770.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.5% |
| 7D | +5.3% | +1.7% | +3.6% | +5.2% |
| 30D | +11.7% | -0.9% | +12.6% | +11.7% |
| 3M | +91.1% | +5.7% | +85.4% | +90.6% |
| 6M | +88.4% | +39.1% | +49.3% | +85.2% |
| YTD | +194.1% | +17.7% | +176.4% | +190.0% |
| 1Y | +180.4% | +8.4% | +172.0% | +176.7% |
| 3Y | +59.3% | -36.6% | +95.9% | +57.4% |
| All | +750.5% | -19.7% | +770.2% | +704.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling