-76.3%
PCG vs MOH
+264.4%
-340.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.9% |
| 7D | -3.5% | +1.7% | -5.2% | -3.8% |
| 30D | -20.6% | -0.9% | -19.7% | -20.5% |
| 3M | -17.6% | +5.7% | -23.3% | -18.5% |
| 6M | -23.5% | +39.1% | -62.6% | -27.9% |
| YTD | -13.6% | +17.7% | -31.3% | -17.3% |
| 1Y | -11.3% | +8.4% | -19.7% | -14.4% |
| 3Y | -16.9% | -36.6% | +19.6% | -15.1% |
| 5Y | +50.8% | -19.1% | +69.9% | +45.3% |
| All | -76.3% | +264.4% | -340.7% | -82.2% |
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