+407.4%
COR vs PH
+795.7%
-388.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.3% | -10.3% | +10.0% | +2.4% |
| 3M | +15.9% | +5.1% | +10.8% | +14.0% |
| 6M | -10.3% | +2.3% | -12.5% | -11.4% |
| YTD | -3.7% | +8.7% | -12.4% | -6.6% |
| 1Y | +9.1% | +26.8% | -17.7% | +1.3% |
| 3Y | +86.6% | +139.2% | -52.6% | +38.0% |
| 5Y | +180.9% | +251.1% | -70.2% | +76.9% |
| 10Y | +407.4% | +812.6% | -405.1% | +107.0% |
| All | +407.4% | +795.7% | -388.2% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling