+1,038.8%
COR vs PBF
+277.8%
+761.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.4% |
| 7D | +2.3% | -7.4% | +9.7% | +3.0% |
| 30D | +6.8% | -17.5% | +24.2% | +8.4% |
| 3M | +8.1% | +13.1% | -5.0% | +6.4% |
| 6M | +33.0% | +72.6% | -39.6% | +25.5% |
| YTD | +3.0% | +161.2% | -158.2% | -7.1% |
| 1Y | -3.4% | +93.3% | -96.7% | -10.6% |
| 3Y | +80.1% | +80.7% | -0.5% | +63.7% |
| 5Y | +194.7% | +396.1% | -201.4% | +130.6% |
| 10Y | +512.3% | +252.3% | +260.0% | +322.8% |
| All | +1,038.8% | +277.8% | +761.0% | +646.0% |
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