+385.7%
PPL vs MOH
+1,396.4%
-1,010.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +2.6% | +0.1% | +2.5% | +2.5% |
| 3M | +0.8% | +1.8% | -1.0% | +0.4% |
| 6M | +1.4% | +9.1% | -7.7% | -0.2% |
| YTD | +4.3% | +20.7% | -16.4% | +0.4% |
| 1Y | +0.8% | +51.3% | -50.5% | -5.7% |
| 3Y | +57.9% | -42.0% | +99.9% | +62.0% |
| 5Y | +48.3% | -33.1% | +81.4% | +48.3% |
| 10Y | +66.4% | +340.8% | -274.4% | +30.0% |
| All | +385.7% | +1,396.4% | -1,010.7% | +213.2% |
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