+168.1%
PM vs COR
+178.3%
-10.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | +2.7% | +5.1% | -2.4% | +1.5% |
| 3M | +6.1% | +2.8% | +3.3% | +5.3% |
| 6M | +18.0% | +32.5% | -14.5% | +10.1% |
| YTD | +26.6% | -0.7% | +27.2% | +25.5% |
| 1Y | +36.7% | -6.7% | +43.4% | +38.1% |
| 3Y | +146.0% | +73.7% | +72.3% | +102.5% |
| All | +168.1% | +178.3% | -10.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling