-21.0%
PFE vs MOH
-23.8%
+2.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.7% |
| 7D | -4.0% | -1.3% | -2.7% | -3.9% |
| 30D | +3.9% | +3.0% | +0.9% | +3.6% |
| 3M | +9.9% | +1.2% | +8.7% | +9.5% |
| 6M | +5.3% | +41.7% | -36.4% | +1.6% |
| YTD | +16.8% | +15.4% | +1.4% | +14.0% |
| 1Y | +20.4% | +11.8% | +8.6% | +17.4% |
| 3Y | -2.1% | -37.5% | +35.4% | +0.1% |
| 5Y | -21.0% | -20.6% | -0.3% | -21.1% |
| All | -21.0% | -23.8% | +2.8% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling