+76.9%
COR vs PPL
+56.9%
+20.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | +2.8% | +1.0% | +1.7% | +2.4% |
| 30D | +7.4% | +6.8% | +0.5% | +4.9% |
| 3M | +7.3% | +3.9% | +3.4% | +5.7% |
| 6M | +11.5% | -2.0% | +13.5% | +12.2% |
| YTD | +1.2% | +5.3% | -4.1% | -0.6% |
| 1Y | -3.3% | +2.2% | -5.5% | -4.1% |
| All | +76.9% | +56.9% | +20.0% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling