+73.7%
COR vs PBF
+59.0%
+14.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +0.8% | -13.8% | +14.6% | +0.8% |
| 30D | +5.1% | -19.6% | +24.8% | +5.1% |
| 3M | +2.8% | +10.3% | -7.4% | +2.9% |
| 6M | +32.5% | +63.4% | -30.9% | +32.4% |
| YTD | -0.7% | +152.6% | -153.3% | +0.1% |
| 1Y | -6.7% | +87.4% | -94.1% | -6.2% |
| 3Y | +73.7% | +63.3% | +10.5% | +78.8% |
| All | +73.7% | +59.0% | +14.7% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling