+47.9%
PCOR vs MOH
-41.7%
+89.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +2.2% | -3.1% | +5.3% | +2.5% |
| 30D | +37.4% | +0.2% | +37.3% | +37.5% |
| 3M | +33.2% | +1.8% | +31.4% | +33.1% |
| 6M | +60.6% | +9.5% | +51.1% | +59.7% |
| YTD | +6.2% | +20.9% | -14.8% | +4.6% |
| 1Y | -1.1% | +48.8% | -49.9% | -3.8% |
| All | +47.9% | -41.7% | +89.6% | +48.5% |
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