+3.5%
COR vs PH
+20.3%
-16.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.6% | +4.2% |
| 7D | +9.1% | -0.2% | +9.3% | +9.0% |
| 30D | +12.4% | -6.7% | +19.1% | +12.8% |
| 3M | +15.8% | -8.1% | +23.9% | +16.3% |
| 6M | +17.1% | +5.3% | +11.7% | +16.0% |
| YTD | +5.4% | +4.2% | +1.2% | +4.7% |
| 1Y | +3.5% | +19.3% | -15.8% | +0.2% |
| All | +3.5% | +20.3% | -16.8% | +0.2% |
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