+121.0%
PFE vs MOH
+1,302.1%
-1,181.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -2.7% | -3.3% | +0.7% | -2.2% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | +10.4% | -1.1% | +11.4% | +10.2% |
| 6M | +6.3% | +35.9% | -29.6% | +1.2% |
| YTD | +17.4% | +13.1% | +4.3% | +13.4% |
| 1Y | +21.1% | +11.8% | +9.3% | +16.6% |
| 3Y | -1.6% | -38.7% | +37.1% | +0.5% |
| 5Y | -22.2% | -25.1% | +3.0% | -23.4% |
| 10Y | +32.9% | +243.8% | -211.0% | +1.6% |
| All | +121.0% | +1,302.1% | -1,181.1% | +28.2% |
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