+17,119.9%
COR vs PNR
+1,365.2%
+15,754.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.3% |
| 7D | -1.9% | -3.0% | +1.1% | -1.2% |
| 30D | +1.5% | -14.9% | +16.4% | +5.2% |
| 3M | +18.7% | -19.0% | +37.7% | +23.8% |
| 6M | -9.0% | -35.9% | +26.9% | -0.4% |
| YTD | -3.3% | -43.1% | +39.9% | +8.4% |
| 1Y | +9.8% | -46.4% | +56.2% | +24.6% |
| 3Y | +87.4% | -10.8% | +98.2% | +84.7% |
| 5Y | +180.5% | -18.9% | +199.4% | +177.4% |
| 10Y | +398.1% | +64.4% | +333.7% | +304.4% |
| All | +17,119.9% | +1,365.2% | +15,754.6% | +9,230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling