-20.7%
PFE vs COR
+184.0%
-204.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.9% |
| 7D | +1.8% | +2.8% | -1.0% | +1.3% |
| 30D | +10.2% | +4.5% | +5.7% | +9.4% |
| 3M | +12.7% | +22.7% | -10.0% | +8.9% |
| 6M | +10.5% | -9.7% | +20.3% | +12.4% |
| YTD | +20.2% | -1.4% | +21.6% | +19.6% |
| 1Y | +24.1% | +13.9% | +10.1% | +19.3% |
| 3Y | -3.6% | +94.0% | -97.5% | -21.7% |
| All | -20.7% | +184.0% | -204.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling