+117.4%
PM vs COR
+184.0%
-66.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -4.9% | +2.8% | -7.6% | -5.5% |
| 30D | -3.4% | +4.5% | -7.9% | -4.6% |
| 3M | +5.2% | +22.7% | -17.5% | -0.2% |
| 6M | +3.7% | -9.7% | +13.4% | +6.2% |
| YTD | +15.8% | -1.4% | +17.2% | +15.0% |
| 1Y | +17.4% | +13.9% | +3.4% | +11.3% |
| 3Y | +116.9% | +94.0% | +23.0% | +69.7% |
| All | +117.4% | +184.0% | -66.6% | +42.6% |
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 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