+408.7%
COR vs PR
+169.5%
+239.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +2.8% | +2.9% | -0.1% | +2.7% |
| 30D | +4.5% | +18.0% | -13.5% | +3.9% |
| 3M | +22.7% | +16.9% | +5.8% | +22.0% |
| 6M | -9.7% | +28.2% | -37.9% | -10.5% |
| YTD | -1.4% | +69.3% | -70.8% | -3.2% |
| 1Y | +13.9% | +69.5% | -55.6% | +11.8% |
| 3Y | +94.0% | +81.7% | +12.3% | +88.8% |
| 5Y | +184.0% | +422.2% | -238.2% | +163.5% |
| 10Y | +406.8% | +110.4% | +296.4% | +431.9% |
| All | +408.7% | +169.5% | +239.3% | +420.1% |
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