+36.8%
PPL vs MOH
-26.3%
+63.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | -1.3% | -2.4% | +1.1% | -1.1% |
| 3M | -2.6% | -4.4% | +1.8% | -2.4% |
| 6M | -8.4% | +32.9% | -41.3% | -11.0% |
| YTD | +0.2% | +11.9% | -11.7% | -1.8% |
| 1Y | -0.2% | +6.9% | -7.2% | -2.2% |
| 3Y | +52.9% | -39.4% | +92.3% | +56.1% |
| 5Y | +36.8% | -25.0% | +61.8% | +33.9% |
| All | +36.8% | -26.3% | +63.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling