+492.2%
COR vs PHM
+670.5%
-178.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | +7.8% | -4.1% | +12.0% | +8.5% |
| 30D | +7.0% | +16.1% | -9.1% | +4.4% |
| 3M | +16.3% | -2.5% | +18.8% | +16.5% |
| 6M | +41.3% | +12.9% | +28.4% | +38.0% |
| YTD | +7.1% | +9.0% | -1.9% | +4.8% |
| 1Y | -0.8% | +8.2% | -9.0% | -3.0% |
| 3Y | +85.0% | +58.4% | +26.5% | +64.0% |
| 5Y | +203.9% | +159.2% | +44.7% | +136.4% |
| All | +492.2% | +670.5% | -178.4% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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