-14.9%
PEP vs MOH
-37.5%
+22.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -0.2% | +3.0% | -3.2% | -0.4% |
| 3M | -4.3% | +1.2% | -5.5% | -4.5% |
| 6M | -13.2% | +41.7% | -54.9% | -15.6% |
| YTD | -1.9% | +15.4% | -17.3% | -3.8% |
| 1Y | -0.3% | +11.8% | -12.1% | -2.4% |
| All | -14.9% | -37.5% | +22.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling