+49.6%
PFE vs COR
+534.3%
-484.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.5% |
| 7D | -4.7% | +2.3% | -7.0% | -5.3% |
| 30D | +3.4% | +6.8% | -3.4% | +1.6% |
| 3M | +9.2% | +8.1% | +1.1% | +6.9% |
| 6M | +15.8% | +33.0% | -17.2% | +7.2% |
| YTD | +23.4% | +3.0% | +20.5% | +20.9% |
| 1Y | +25.8% | -3.4% | +29.2% | +25.5% |
| 3Y | +17.8% | +80.1% | -62.3% | -3.7% |
| 5Y | -20.2% | +194.7% | -214.9% | -44.7% |
| 10Y | +49.6% | +512.3% | -462.7% | -19.9% |
| All | +49.6% | +534.3% | -484.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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