+17,451.9%
COR vs PH
+12,290.1%
+5,161.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | -3.1% | +5.8% | +3.6% |
| 30D | +4.5% | -3.2% | +7.8% | +5.3% |
| 3M | +22.7% | +10.6% | +12.1% | +19.2% |
| 6M | -9.7% | -2.1% | -7.6% | -9.9% |
| YTD | -1.4% | +10.2% | -11.6% | -4.6% |
| 1Y | +13.9% | +28.2% | -14.3% | +5.7% |
| 3Y | +94.0% | +134.9% | -40.9% | +48.7% |
| 5Y | +184.0% | +253.6% | -69.6% | +90.7% |
| 10Y | +406.8% | +804.7% | -398.0% | +151.9% |
| All | +17,451.9% | +12,290.1% | +5,161.8% | +5,029.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling