+29.7%
PM vs COR
-1.5%
+31.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -6.6% | +2.4% | -9.0% | -6.9% |
| 30D | -3.4% | +7.7% | -11.1% | -4.4% |
| 3M | +5.3% | +7.5% | -2.2% | +4.2% |
| 6M | +15.5% | +34.1% | -18.6% | +11.7% |
| YTD | +24.3% | +3.9% | +20.4% | +21.8% |
| 1Y | +29.7% | -3.6% | +33.3% | +28.7% |
| All | +29.7% | -1.5% | +31.2% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling