+180.9%
COR vs PSA
+10.8%
+170.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -3.9% | -2.2% | -1.6% | -3.6% |
| 30D | -0.3% | -9.6% | +9.2% | +1.1% |
| 3M | +15.9% | -7.9% | +23.8% | +17.2% |
| 6M | -10.3% | -2.0% | -8.3% | -10.1% |
| YTD | -3.7% | +15.7% | -19.4% | -5.9% |
| 1Y | +9.1% | +5.8% | +3.3% | +7.9% |
| 3Y | +86.6% | +21.6% | +65.0% | +78.4% |
| 5Y | +180.9% | +13.1% | +167.8% | +178.4% |
| All | +180.9% | +10.8% | +170.1% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling