+272.5%
PM vs COR
+485.1%
-212.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.3% |
| 7D | +0.5% | +7.6% | -7.1% | -1.8% |
| 30D | -3.2% | +6.8% | -10.0% | -5.2% |
| 3M | +6.2% | +16.0% | -9.8% | +1.3% |
| 6M | +7.7% | +41.0% | -33.3% | -3.4% |
| YTD | +27.3% | +6.9% | +20.3% | +22.9% |
| 1Y | +32.8% | -1.0% | +33.8% | +31.4% |
| 3Y | +150.0% | +84.6% | +65.4% | +98.9% |
| 5Y | +164.2% | +203.3% | -39.0% | +75.4% |
| All | +272.5% | +485.1% | -212.6% | +101.8% |
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