+394.2%
COR vs PHM
+557.7%
-163.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -4.8% | -6.4% | +1.5% | -3.8% |
| 30D | -3.7% | -12.1% | +8.4% | -1.7% |
| 3M | +14.3% | -1.5% | +15.9% | +14.3% |
| 6M | -8.5% | -6.0% | -2.5% | -8.0% |
| YTD | -4.4% | -0.3% | -4.1% | -5.1% |
| 1Y | +9.1% | -13.3% | +22.5% | +10.7% |
| 3Y | +85.2% | +47.6% | +37.6% | +66.0% |
| 5Y | +180.7% | +154.7% | +25.9% | +118.3% |
| All | +394.2% | +557.7% | -163.5% | +219.8% |
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