+343.4%
PBF vs MOH
+566.4%
-223.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.4% | -4.2% | +5.6% | +2.2% |
| 30D | +15.8% | -2.4% | +18.2% | +16.3% |
| 3M | +90.3% | -4.4% | +94.7% | +91.5% |
| 6M | +102.8% | +32.9% | +69.9% | +89.7% |
| YTD | +187.3% | +11.9% | +175.5% | +174.0% |
| 1Y | +161.8% | +6.9% | +154.9% | +148.5% |
| 3Y | +55.5% | -39.4% | +94.9% | +59.2% |
| 5Y | +801.9% | -25.0% | +826.9% | +750.6% |
| 10Y | +362.2% | +244.9% | +117.4% | +199.8% |
| All | +343.4% | +566.4% | -223.1% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling