+422.2%
COR vs PR
+147.8%
+274.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.8% | -3.9% |
| 7D | +2.8% | -16.5% | +19.3% | +3.4% |
| 30D | +7.4% | -4.5% | +11.9% | +7.5% |
| 3M | +7.3% | +8.5% | -1.3% | +6.9% |
| 6M | +11.5% | -3.3% | +14.8% | +11.5% |
| YTD | +1.2% | +55.7% | -54.5% | -0.4% |
| 1Y | -3.3% | +82.0% | -85.4% | -5.4% |
| 3Y | +78.5% | +62.5% | +16.0% | +74.4% |
| 5Y | +183.0% | +223.9% | -41.0% | +166.4% |
| 10Y | +545.4% | +64.2% | +481.2% | +572.5% |
| All | +422.2% | +147.8% | +274.4% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling