+1,128.9%
PFE vs COR
+18,334.8%
-17,205.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.4% |
| 7D | -4.7% | +2.3% | -7.0% | -5.2% |
| 30D | +3.4% | +6.8% | -3.4% | +1.8% |
| 3M | +9.2% | +8.1% | +1.1% | +7.2% |
| 6M | +15.8% | +33.0% | -17.2% | +8.3% |
| YTD | +23.4% | +3.0% | +20.5% | +21.2% |
| 1Y | +25.8% | -3.4% | +29.2% | +25.3% |
| 3Y | +17.8% | +80.1% | -62.3% | +0.6% |
| 5Y | -20.2% | +194.7% | -214.9% | -39.6% |
| 10Y | +49.6% | +512.3% | -462.7% | -7.0% |
| All | +1,128.9% | +18,334.8% | -17,205.9% | +349.6% |
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