+60.5%
PCAR vs MOH
-37.5%
+98.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -7.3% | +3.0% | -10.2% | -7.5% |
| 3M | +7.8% | +1.2% | +6.6% | +7.5% |
| 6M | +3.6% | +41.7% | -38.1% | +0.6% |
| YTD | +12.9% | +15.4% | -2.5% | +10.8% |
| 1Y | +27.3% | +11.8% | +15.5% | +24.7% |
| All | +60.5% | -37.5% | +98.0% | +58.5% |
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