+506.0%
PG vs MOH
+1,358.8%
-852.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | +0.8% | -0.9% | +1.7% | +0.9% |
| 3M | -1.3% | +5.7% | -7.0% | -2.0% |
| 6M | -3.8% | +39.1% | -42.9% | -7.2% |
| YTD | +3.6% | +17.7% | -14.1% | +1.0% |
| 1Y | -5.7% | +8.4% | -14.1% | -7.7% |
| 3Y | +1.6% | -36.6% | +38.2% | +2.9% |
| 5Y | +14.6% | -19.1% | +33.7% | +12.7% |
| 10Y | +121.2% | +262.8% | -141.6% | +85.5% |
| All | +506.0% | +1,358.8% | -852.8% | +328.3% |
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 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