-16.0%
PCG vs MOH
+53.5%
-69.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.9% | -8.1% | +0.5% |
| 7D | +1.9% | +14.3% | -12.4% | +1.3% |
| 30D | +8.5% | +16.7% | -8.2% | +7.8% |
| 3M | -22.9% | +18.3% | -41.2% | -23.4% |
| 6M | -16.8% | +15.8% | -32.6% | -17.1% |
| YTD | -15.8% | +30.5% | -46.3% | -17.2% |
| 1Y | -16.0% | +49.3% | -65.3% | -17.3% |
| All | -16.0% | +53.5% | -69.5% | -17.3% |
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