-76.0%
PCG vs MOH
+339.2%
-415.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +0.8% | +0.1% | +0.6% | +0.6% |
| 3M | -23.8% | +1.8% | -25.6% | -24.2% |
| 6M | -19.6% | +9.1% | -28.7% | -21.2% |
| YTD | -16.7% | +20.7% | -37.4% | -20.7% |
| 1Y | -19.4% | +51.3% | -70.7% | -26.2% |
| 3Y | -18.3% | -42.0% | +23.7% | -14.8% |
| 5Y | +10.4% | -33.1% | +43.5% | +10.5% |
| All | -76.0% | +339.2% | -415.2% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling