+73.4%
PGR vs MOH
-36.3%
+109.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -0.6% | +1.7% | -2.3% | -0.7% |
| 30D | +4.9% | -0.9% | +5.8% | +5.0% |
| 3M | +7.6% | +5.7% | +1.9% | +7.2% |
| 6M | +8.3% | +39.1% | -30.9% | +5.3% |
| YTD | +1.7% | +17.7% | -16.0% | 0.0% |
| 1Y | -6.8% | +8.4% | -15.2% | -8.0% |
| 3Y | +73.4% | -36.6% | +110.0% | +78.1% |
| All | +73.4% | -36.3% | +109.7% | +78.1% |
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 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