+407.4%
COR vs PSA
+98.4%
+309.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -3.9% | -2.2% | -1.6% | -3.3% |
| 30D | -0.3% | -9.6% | +9.2% | +2.3% |
| 3M | +15.9% | -7.9% | +23.8% | +18.3% |
| 6M | -10.3% | -2.0% | -8.3% | -10.1% |
| YTD | -3.7% | +15.7% | -19.4% | -7.9% |
| 1Y | +9.1% | +5.8% | +3.3% | +6.7% |
| 3Y | +86.6% | +21.6% | +65.0% | +71.6% |
| 5Y | +180.9% | +13.1% | +167.8% | +159.3% |
| 10Y | +407.4% | +101.3% | +306.2% | +285.9% |
| All | +407.4% | +98.4% | +309.1% | +285.9% |
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