+54.6%
PPL vs MOH
+257.3%
-202.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -2.2% | +3.0% | -5.2% | -2.7% |
| 3M | -3.1% | +1.2% | -4.3% | -3.5% |
| 6M | -8.1% | +41.7% | -49.8% | -12.9% |
| YTD | 0.0% | +15.4% | -15.4% | -3.5% |
| 1Y | -1.3% | +11.8% | -13.1% | -4.9% |
| 3Y | +52.7% | -37.5% | +90.2% | +56.0% |
| 5Y | +37.4% | -20.6% | +58.0% | +33.2% |
| All | +54.6% | +257.3% | -202.7% | +25.0% |
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