+990.0%
COR vs PBF
+303.9%
+686.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.7% |
| 7D | +2.8% | +4.3% | -1.5% | +2.4% |
| 30D | +4.5% | +22.0% | -17.5% | +2.6% |
| 3M | +22.7% | +74.5% | -51.8% | +16.2% |
| 6M | -9.7% | +67.7% | -77.4% | -14.6% |
| YTD | -1.4% | +179.2% | -180.6% | -11.3% |
| 1Y | +13.9% | +170.0% | -156.1% | +2.3% |
| 3Y | +94.0% | +66.4% | +27.6% | +78.3% |
| 5Y | +184.0% | +764.5% | -580.5% | +108.4% |
| 10Y | +406.8% | +358.5% | +48.2% | +240.6% |
| All | +990.0% | +303.9% | +686.2% | +612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling