-1.0%
COR vs PH
+13.5%
-14.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.6% | +4.3% | +3.3% | +7.3% |
| 30D | +6.8% | +0.1% | +6.7% | +6.6% |
| 3M | +16.0% | -9.4% | +25.4% | +16.4% |
| 6M | +41.0% | +8.8% | +32.3% | +39.8% |
| YTD | +6.9% | +9.6% | -2.7% | +6.0% |
| 1Y | -1.0% | +14.4% | -15.5% | -2.3% |
| All | -1.0% | +13.5% | -14.5% | -2.3% |
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