+150.0%
PM vs COR
+86.2%
+63.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.6% |
| 7D | +0.5% | +7.8% | -7.3% | -0.9% |
| 30D | -3.2% | +7.0% | -10.2% | -4.4% |
| 3M | +6.2% | +16.3% | -10.0% | +3.4% |
| 6M | +7.7% | +41.3% | -33.6% | +1.5% |
| YTD | +27.3% | +7.1% | +20.1% | +24.7% |
| 1Y | +32.8% | -0.8% | +33.6% | +32.3% |
| 3Y | +150.0% | +85.0% | +65.0% | +130.0% |
| All | +150.0% | +86.2% | +63.8% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling