-12.2%
PCOR vs MOH
-19.0%
+6.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +2.2% | -3.1% | +5.3% | +2.7% |
| 30D | +37.4% | +0.2% | +37.3% | +37.6% |
| 3M | +33.2% | +1.8% | +31.4% | +32.9% |
| 6M | +60.6% | +9.5% | +51.1% | +58.4% |
| YTD | +6.2% | +20.9% | -14.8% | +2.2% |
| 1Y | -1.1% | +48.8% | -49.9% | -7.9% |
| 3Y | +48.4% | -41.4% | +89.8% | +56.2% |
| 5Y | -13.1% | -33.0% | +19.9% | -15.8% |
| All | -12.2% | -19.0% | +6.8% | -16.3% |
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