+1,096.1%
PFE vs COR
+17,545.2%
-16,449.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.8% |
| 7D | +1.8% | +2.8% | -1.0% | +1.1% |
| 30D | +10.2% | +4.5% | +5.7% | +9.1% |
| 3M | +12.7% | +22.7% | -10.0% | +7.4% |
| 6M | +10.5% | -9.7% | +20.3% | +12.2% |
| YTD | +20.2% | -1.4% | +21.6% | +19.2% |
| 1Y | +24.1% | +13.9% | +10.1% | +18.9% |
| 3Y | -3.6% | +94.0% | -97.5% | -19.1% |
| 5Y | -20.9% | +184.0% | -204.9% | -39.6% |
| 10Y | +35.8% | +406.8% | -370.9% | -12.2% |
| All | +1,096.1% | +17,545.2% | -16,449.1% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling