+8.2%
PCG vs MOH
+1,334.3%
-1,326.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.6% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -16.9% | +2.9% | -19.8% | -17.1% |
| 3M | -14.7% | +4.1% | -18.9% | -15.3% |
| 6M | -23.8% | +33.8% | -57.7% | -26.6% |
| YTD | -10.5% | +15.7% | -26.2% | -13.0% |
| 1Y | -5.1% | +17.5% | -22.7% | -8.3% |
| 3Y | -11.6% | -35.3% | +23.7% | -10.5% |
| 5Y | +59.0% | -26.9% | +85.9% | +58.0% |
| 10Y | -75.7% | +262.9% | -338.7% | -79.9% |
| All | +8.2% | +1,334.3% | -1,326.1% | -21.8% |
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