+492.2%
COR vs PH
+700.2%
-208.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +7.8% | +4.3% | +3.5% | +6.7% |
| 30D | +7.0% | +0.1% | +6.9% | +6.8% |
| 3M | +16.3% | -9.4% | +25.6% | +18.9% |
| 6M | +41.3% | +8.8% | +32.5% | +37.5% |
| YTD | +7.1% | +9.6% | -2.5% | +3.6% |
| 1Y | -0.8% | +14.4% | -15.3% | -5.3% |
| 3Y | +85.0% | +134.5% | -49.5% | +38.6% |
| 5Y | +203.9% | +204.4% | -0.6% | +102.8% |
| All | +492.2% | +700.2% | -208.1% | +184.4% |
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