+493.6%
COR vs PR
+72.8%
+420.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | +0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +7.6% | -4.6% | +12.3% | +7.8% |
| 3M | +5.0% | +4.7% | +0.3% | +4.7% |
| 6M | +35.3% | +12.4% | +22.8% | +34.6% |
| YTD | +4.2% | +62.9% | -58.6% | +2.3% |
| 1Y | -3.4% | +70.6% | -74.0% | -5.3% |
| 3Y | +81.1% | +90.0% | -8.9% | +75.8% |
| 5Y | +195.8% | +255.5% | -59.7% | +177.0% |
| 10Y | +493.6% | +78.7% | +414.8% | +522.4% |
| All | +493.6% | +72.8% | +420.8% | +522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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