+493.6%
COR vs PSA
+133.3%
+360.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.2% | -2.1% | +0.9% | -0.6% |
| 30D | +7.6% | +16.2% | -8.6% | +3.4% |
| 3M | +5.0% | +4.3% | +0.7% | +3.7% |
| 6M | +35.3% | +9.9% | +25.4% | +31.7% |
| YTD | +4.2% | +33.3% | -29.1% | -4.3% |
| 1Y | -3.4% | +25.8% | -29.3% | -9.9% |
| 3Y | +81.1% | +54.8% | +26.3% | +54.6% |
| 5Y | +195.8% | +27.5% | +168.3% | +164.2% |
| 10Y | +493.6% | +134.5% | +359.1% | +311.8% |
| All | +493.6% | +133.3% | +360.3% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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