+51.2%
PPL vs MOH
-39.4%
+90.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.2% |
| 30D | -1.3% | -2.4% | +1.1% | -1.2% |
| 3M | -2.6% | -4.4% | +1.8% | -2.5% |
| 6M | -8.4% | +32.9% | -41.3% | -9.5% |
| YTD | +0.2% | +11.9% | -11.7% | -0.8% |
| 1Y | -0.2% | +6.9% | -7.2% | -1.2% |
| All | +51.2% | -39.4% | +90.6% | +55.9% |
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