+194.7%
COR vs PSA
+30.6%
+164.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +2.3% | +1.5% | +0.9% | +2.1% |
| 30D | +6.8% | +16.7% | -9.9% | +4.4% |
| 3M | +8.1% | +4.0% | +4.1% | +7.4% |
| 6M | +33.0% | +10.9% | +22.1% | +30.9% |
| YTD | +3.0% | +34.2% | -31.2% | -1.7% |
| 1Y | -3.4% | +26.6% | -30.1% | -7.0% |
| 3Y | +80.1% | +54.7% | +25.4% | +64.9% |
| 5Y | +194.7% | +30.0% | +164.7% | +166.2% |
| All | +194.7% | +30.6% | +164.2% | +166.2% |
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