+493.6%
COR vs PPL
+65.2%
+428.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -1.2% | -1.0% | -0.2% | -0.8% |
| 30D | +7.6% | +3.0% | +4.6% | +6.2% |
| 3M | +5.0% | +1.1% | +3.9% | +4.3% |
| 6M | +35.3% | -0.8% | +36.1% | +35.4% |
| YTD | +4.2% | +3.5% | +0.8% | +2.3% |
| 1Y | -3.4% | -0.9% | -2.5% | -3.4% |
| 3Y | +81.1% | +54.2% | +26.9% | +48.3% |
| 5Y | +195.8% | +46.3% | +149.5% | +144.9% |
| 10Y | +493.6% | +65.0% | +428.5% | +348.2% |
| All | +493.6% | +65.2% | +428.3% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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