+407.4%
COR vs PBF
+351.3%
+56.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.9% | +1.4% | -5.2% | -4.0% |
| 30D | -0.3% | +15.8% | -16.2% | -1.7% |
| 3M | +15.9% | +90.3% | -74.4% | +9.1% |
| 6M | -10.3% | +102.8% | -113.1% | -16.2% |
| YTD | -3.7% | +187.3% | -191.0% | -13.3% |
| 1Y | +9.1% | +161.8% | -152.8% | -1.5% |
| 3Y | +86.6% | +55.5% | +31.1% | +73.5% |
| 5Y | +180.9% | +801.9% | -621.0% | +105.7% |
| 10Y | +407.4% | +362.2% | +45.2% | +233.6% |
| All | +407.4% | +351.3% | +56.1% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling