-1.2%
PFE vs MOH
-37.5%
+36.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.6% |
| 7D | -4.0% | -1.3% | -2.7% | -4.0% |
| 30D | +3.9% | +3.0% | +0.9% | +3.7% |
| 3M | +9.9% | +1.2% | +8.7% | +9.7% |
| 6M | +5.3% | +41.7% | -36.4% | +3.0% |
| YTD | +16.8% | +15.4% | +1.4% | +15.0% |
| 1Y | +20.4% | +11.8% | +8.6% | +18.4% |
| All | -1.2% | -37.5% | +36.3% | +3.8% |
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 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