+143.9%
PM vs COR
+74.4%
+69.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | +2.7% | +5.1% | -2.4% | +1.8% |
| 3M | +5.2% | +2.8% | +2.4% | +4.7% |
| 6M | +17.0% | +32.5% | -15.5% | +11.7% |
| YTD | +25.5% | -0.7% | +26.2% | +24.7% |
| 1Y | +35.5% | -6.7% | +42.2% | +36.5% |
| 3Y | +143.9% | +73.7% | +70.2% | +129.3% |
| All | +143.9% | +74.4% | +69.5% | +129.3% |
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