+234.7%
PM vs COR
+534.3%
-299.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -3.5% |
| 7D | -7.3% | +2.3% | -9.6% | -8.0% |
| 30D | -4.0% | +6.8% | -10.8% | -5.9% |
| 3M | +2.7% | +8.1% | -5.4% | +0.1% |
| 6M | +14.9% | +33.0% | -18.1% | +5.1% |
| YTD | +23.5% | +3.0% | +20.5% | +20.7% |
| 1Y | +30.4% | -3.4% | +33.8% | +30.0% |
| 3Y | +143.2% | +80.1% | +63.1% | +95.7% |
| 5Y | +159.5% | +194.7% | -35.3% | +75.1% |
| 10Y | +234.7% | +512.3% | -277.6% | +94.5% |
| All | +234.7% | +534.3% | -299.7% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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