+520.9%
COR vs PPL
+62.0%
+458.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +5.1% | +5.4% | -0.3% | +2.8% |
| 3M | +2.8% | +4.3% | -1.4% | +0.8% |
| 6M | +32.5% | -1.3% | +33.9% | +32.9% |
| YTD | -0.7% | +4.7% | -5.3% | -2.9% |
| 1Y | -6.7% | +1.3% | -8.0% | -7.5% |
| 3Y | +73.7% | +57.2% | +16.5% | +41.7% |
| 5Y | +177.9% | +48.2% | +129.6% | +129.9% |
| All | +520.9% | +62.0% | +458.9% | +386.1% |
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