+183.0%
COR vs PPL
+47.7%
+135.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | +2.8% | +1.0% | +1.7% | +2.3% |
| 30D | +7.4% | +6.8% | +0.5% | +4.6% |
| 3M | +7.3% | +3.9% | +3.4% | +5.6% |
| 6M | +11.5% | -2.0% | +13.5% | +12.3% |
| YTD | +1.2% | +5.3% | -4.1% | -1.0% |
| 1Y | -3.3% | +2.2% | -5.5% | -4.4% |
| 3Y | +78.5% | +56.7% | +21.7% | +50.7% |
| 5Y | +183.0% | +49.1% | +133.9% | +139.3% |
| All | +183.0% | +47.7% | +135.3% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling