+9.8%
COR vs PH
+26.9%
-17.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | +1.5% | -10.8% | +12.3% | +2.1% |
| 3M | +18.7% | +8.5% | +10.2% | +18.1% |
| 6M | -9.0% | +3.9% | -13.0% | -8.8% |
| YTD | -3.3% | +9.4% | -12.7% | -3.2% |
| 1Y | +9.8% | +26.8% | -17.0% | +9.6% |
| All | +9.8% | +26.9% | -17.0% | +9.6% |
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