+17,451.9%
COR vs PSA
+6,004.6%
+11,447.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.6% |
| 7D | +2.8% | -3.7% | +6.4% | +3.7% |
| 30D | +4.5% | -7.7% | +12.3% | +6.6% |
| 3M | +22.7% | -0.6% | +23.3% | +22.8% |
| 6M | -9.7% | -0.9% | -8.8% | -9.8% |
| YTD | -1.4% | +18.7% | -20.1% | -6.0% |
| 1Y | +13.9% | +7.6% | +6.3% | +11.1% |
| 3Y | +94.0% | +23.7% | +70.3% | +79.8% |
| 5Y | +184.0% | +13.7% | +170.4% | +165.6% |
| 10Y | +406.8% | +98.9% | +307.9% | +303.1% |
| All | +17,451.9% | +6,004.6% | +11,447.3% | +5,113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling