+475.2%
COR vs PHM
+669.9%
-194.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | +2.9% | -6.1% | +9.0% | +3.9% |
| 30D | +5.8% | +13.7% | -7.9% | +3.6% |
| 3M | +11.4% | -1.5% | +13.0% | +11.5% |
| 6M | +34.5% | +11.3% | +23.2% | +31.7% |
| YTD | +4.1% | +8.9% | -4.9% | +1.8% |
| 1Y | -3.1% | +6.1% | -9.2% | -5.0% |
| 3Y | +80.9% | +57.7% | +23.2% | +60.5% |
| 5Y | +195.1% | +159.0% | +36.2% | +129.6% |
| All | +475.2% | +669.9% | -194.7% | +263.4% |
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