+494.5%
PEP vs MOH
+1,302.1%
-807.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +0.1% | -3.3% | +3.4% | +0.4% |
| 30D | +0.7% | -0.1% | +0.7% | +0.6% |
| 3M | -0.5% | -1.1% | +0.5% | -0.6% |
| 6M | -11.3% | +35.9% | -47.2% | -14.5% |
| YTD | -0.6% | +13.1% | -13.7% | -3.0% |
| 1Y | +1.7% | +11.8% | -10.2% | -1.1% |
| 3Y | -12.5% | -38.7% | +26.3% | -10.7% |
| 5Y | +3.9% | -25.1% | +29.0% | +3.2% |
| 10Y | +76.6% | +243.8% | -167.3% | +49.0% |
| All | +494.5% | +1,302.1% | -807.7% | +315.8% |
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