+893.8%
PNC vs MOH
+1,358.8%
-465.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | -4.4% | -0.9% | -3.5% | -4.3% |
| 3M | +5.2% | +5.7% | -0.5% | +3.7% |
| 6M | +20.6% | +39.1% | -18.5% | +12.1% |
| YTD | +19.8% | +17.7% | +2.1% | +13.2% |
| 1Y | +24.4% | +8.4% | +16.0% | +18.7% |
| 3Y | +131.2% | -36.6% | +167.8% | +134.5% |
| 5Y | +53.1% | -19.1% | +72.2% | +44.9% |
| 10Y | +276.8% | +262.8% | +13.9% | +139.7% |
| All | +893.8% | +1,358.8% | -465.0% | +297.4% |
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