+5,580.3%
COR vs PBR
+1,797.5%
+3,782.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | +2.8% | +8.6% | -5.8% | +1.8% |
| 30D | +4.5% | +12.8% | -8.3% | +3.0% |
| 3M | +22.7% | +14.7% | +8.0% | +20.5% |
| 6M | -9.7% | +25.2% | -34.9% | -12.4% |
| YTD | -1.4% | +77.1% | -78.6% | -8.2% |
| 1Y | +13.9% | +69.6% | -55.6% | +6.5% |
| 3Y | +94.0% | +95.6% | -1.6% | +75.9% |
| 5Y | +184.0% | +501.8% | -317.7% | +119.4% |
| 10Y | +406.8% | +640.6% | -233.8% | +253.0% |
| All | +5,580.3% | +1,797.5% | +3,782.8% | +2,919.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling