+198.6%
PM vs COR
+397.4%
-198.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | -1.3% | -1.9% | +0.6% | -0.8% |
| 30D | -2.6% | +1.5% | -4.1% | -3.1% |
| 3M | +5.8% | +18.7% | -12.9% | +0.6% |
| 6M | +10.6% | -9.0% | +19.6% | +12.7% |
| YTD | +17.2% | -3.3% | +20.5% | +16.9% |
| 1Y | +17.6% | +9.8% | +7.8% | +12.7% |
| 3Y | +124.3% | +87.4% | +36.9% | +80.8% |
| 5Y | +125.1% | +180.5% | -55.4% | +58.9% |
| 10Y | +198.6% | +398.1% | -199.5% | +99.6% |
| All | +198.6% | +397.4% | -198.8% | +99.6% |
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