+180.5%
COR vs PHM
+152.9%
+27.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.6% |
| 7D | -1.9% | -2.5% | +0.6% | -1.7% |
| 30D | +1.5% | -9.7% | +11.2% | +2.2% |
| 3M | +18.7% | +2.2% | +16.5% | +18.4% |
| 6M | -9.0% | -5.7% | -3.4% | -8.8% |
| YTD | -3.3% | +2.8% | -6.1% | -3.8% |
| 1Y | +9.8% | -14.4% | +24.3% | +10.7% |
| 3Y | +87.4% | +52.2% | +35.1% | +75.3% |
| 5Y | +180.5% | +154.3% | +26.3% | +135.9% |
| All | +180.5% | +152.9% | +27.6% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling