+811.9%
PGR vs MOH
+264.4%
+547.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | +4.9% | -0.9% | +5.8% | +5.0% |
| 3M | +7.6% | +5.7% | +1.9% | +6.5% |
| 6M | +8.3% | +39.1% | -30.9% | +2.3% |
| YTD | +1.7% | +17.7% | -16.0% | -2.3% |
| 1Y | -6.8% | +8.4% | -15.2% | -9.8% |
| 3Y | +73.4% | -36.6% | +110.0% | +78.3% |
| 5Y | +161.2% | -19.1% | +180.3% | +153.9% |
| All | +811.9% | +264.4% | +547.5% | +648.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling