+85.5%
COR vs PBR
+99.7%
-14.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -2.8% | +5.4% | -8.2% | -2.9% |
| 30D | +2.6% | +22.9% | -20.3% | +2.3% |
| 3M | +14.5% | +19.6% | -5.2% | +14.2% |
| 6M | -7.8% | +16.5% | -24.3% | -7.7% |
| YTD | -4.2% | +86.7% | -90.9% | -3.5% |
| 1Y | +7.0% | +74.7% | -67.7% | +7.7% |
| 3Y | +85.5% | +102.6% | -17.0% | +86.9% |
| All | +85.5% | +99.7% | -14.2% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling