+763.1%
PM vs COR
+2,476.0%
-1,712.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -4.9% | +2.8% | -7.6% | -5.7% |
| 30D | -3.4% | +4.5% | -7.9% | -4.9% |
| 3M | +5.2% | +22.7% | -17.5% | -1.6% |
| 6M | +3.7% | -9.7% | +13.4% | +6.2% |
| YTD | +15.8% | -1.4% | +17.2% | +14.7% |
| 1Y | +17.4% | +13.9% | +3.4% | +10.6% |
| 3Y | +116.9% | +94.0% | +23.0% | +69.2% |
| 5Y | +117.3% | +184.0% | -66.7% | +47.7% |
| 10Y | +193.8% | +406.8% | -213.0% | +56.9% |
| All | +763.1% | +2,476.0% | -1,712.8% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling