+17,451.9%
COR vs PPL
+1,592.4%
+15,859.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | +2.7% | +0.1% | +1.9% |
| 30D | +4.5% | +0.5% | +4.1% | +4.3% |
| 3M | +22.7% | +0.7% | +22.0% | +22.3% |
| 6M | -9.7% | -7.6% | -2.1% | -7.5% |
| YTD | -1.4% | +1.8% | -3.2% | -2.1% |
| 1Y | +13.9% | -0.8% | +14.7% | +14.1% |
| 3Y | +94.0% | +56.9% | +37.1% | +67.3% |
| 5Y | +184.0% | +39.5% | +144.5% | +152.7% |
| 10Y | +406.8% | +55.4% | +351.4% | +325.3% |
| All | +17,451.9% | +1,592.4% | +15,859.4% | +7,563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling