+374.1%
PPL vs MOH
+1,334.3%
-960.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +0.5% | +2.9% | -2.4% | +0.1% |
| 3M | +0.7% | +4.1% | -3.5% | -0.1% |
| 6M | -7.6% | +33.8% | -41.4% | -11.3% |
| YTD | +1.8% | +15.7% | -13.9% | -1.3% |
| 1Y | -0.8% | +17.5% | -18.3% | -4.5% |
| 3Y | +56.9% | -35.3% | +92.2% | +58.7% |
| 5Y | +39.5% | -26.9% | +66.4% | +38.1% |
| 10Y | +55.4% | +262.9% | -207.5% | +24.0% |
| All | +374.1% | +1,334.3% | -960.2% | +207.9% |
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 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