+13.9%
COR vs PH
+30.5%
-16.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | -3.1% | +5.8% | +2.9% |
| 30D | +4.5% | -3.2% | +7.8% | +4.7% |
| 3M | +22.7% | +10.6% | +12.1% | +21.9% |
| 6M | -9.7% | -2.1% | -7.6% | -8.6% |
| YTD | -1.4% | +10.2% | -11.6% | -1.3% |
| 1Y | +13.9% | +28.2% | -14.3% | +13.7% |
| All | +13.9% | +30.5% | -16.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling