+553.6%
PNR vs MOH
+1,358.8%
-805.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.6% |
| 7D | -6.0% | +1.7% | -7.7% | -6.3% |
| 30D | -14.0% | -0.9% | -13.1% | -13.9% |
| 3M | -21.7% | +5.7% | -27.4% | -22.7% |
| 6M | -37.3% | +39.1% | -76.4% | -41.6% |
| YTD | -45.1% | +17.7% | -62.8% | -48.0% |
| 1Y | -49.1% | +8.4% | -57.5% | -51.4% |
| 3Y | -14.8% | -36.6% | +21.7% | -12.9% |
| 5Y | -21.0% | -19.1% | -1.9% | -24.1% |
| 10Y | +64.7% | +262.8% | -198.1% | +11.3% |
| All | +553.6% | +1,358.8% | -805.2% | +206.6% |
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