+181.4%
COR vs PH
+197.3%
-15.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | +0.8% | +2.0% | -1.2% | +0.6% |
| 30D | +5.1% | -3.7% | +8.8% | +5.5% |
| 3M | +2.8% | -14.0% | +16.9% | +4.3% |
| 6M | +32.5% | +2.1% | +30.4% | +32.0% |
| YTD | -0.7% | +5.1% | -5.7% | -1.5% |
| 1Y | -6.7% | +10.9% | -17.6% | -8.0% |
| 3Y | +73.7% | +132.9% | -59.2% | +49.4% |
| All | +181.4% | +197.3% | -15.9% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling