+186.1%
COR vs PPL
+39.5%
+146.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | +2.7% | +0.1% | +1.7% |
| 30D | +4.5% | +0.5% | +4.1% | +4.2% |
| 3M | +22.7% | +0.7% | +22.0% | +22.2% |
| 6M | -9.7% | -7.6% | -2.1% | -7.0% |
| YTD | -1.4% | +1.8% | -3.2% | -2.2% |
| 1Y | +13.9% | -0.8% | +14.7% | +14.1% |
| 3Y | +94.0% | +56.9% | +37.1% | +63.1% |
| All | +186.1% | +39.5% | +146.6% | +154.6% |
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