+395.2%
COR vs PNR
+66.2%
+329.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.8% | -6.0% | +3.2% | -1.3% |
| 30D | +2.6% | -14.0% | +16.5% | +6.3% |
| 3M | +14.5% | -21.7% | +36.2% | +20.9% |
| 6M | -7.8% | -37.3% | +29.5% | +2.5% |
| YTD | -4.2% | -45.1% | +40.9% | +9.9% |
| 1Y | +7.0% | -49.1% | +56.1% | +25.1% |
| 3Y | +85.5% | -14.8% | +100.4% | +80.7% |
| 5Y | +181.2% | -21.0% | +202.2% | +177.7% |
| All | +395.2% | +66.2% | +329.0% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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