-38.5%
PCOR vs MOH
-25.1%
-13.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.5% |
| 7D | -9.0% | -4.2% | -4.8% | -8.5% |
| 30D | -7.0% | -2.4% | -4.6% | -6.8% |
| 3M | +18.3% | -4.4% | +22.7% | +18.9% |
| 6M | -7.8% | +32.9% | -40.7% | -11.8% |
| YTD | -25.6% | +11.9% | -37.4% | -27.7% |
| 1Y | -22.7% | +6.9% | -29.6% | -24.8% |
| 3Y | -17.7% | -39.4% | +21.8% | -16.2% |
| 5Y | -42.0% | -25.0% | -17.1% | -44.5% |
| All | -38.5% | -25.1% | -13.4% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling