+395.2%
COR vs PBR
+697.0%
-301.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.8% | +5.4% | -8.2% | -3.5% |
| 30D | +2.6% | +22.9% | -20.3% | -0.1% |
| 3M | +14.5% | +19.6% | -5.2% | +11.8% |
| 6M | -7.8% | +16.5% | -24.3% | -9.8% |
| YTD | -4.2% | +86.7% | -90.9% | -11.7% |
| 1Y | +7.0% | +74.7% | -67.7% | -0.7% |
| 3Y | +85.5% | +102.6% | -17.0% | +66.4% |
| 5Y | +181.2% | +566.6% | -385.4% | +106.6% |
| All | +395.2% | +697.0% | -301.8% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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