+1,135.6%
PFE vs COR
+17,684.4%
-16,548.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +5.0% | +5.1% | -0.2% | +3.8% |
| 3M | +12.2% | +2.8% | +9.3% | +11.3% |
| 6M | +14.6% | +32.5% | -18.0% | +7.2% |
| YTD | +24.1% | -0.7% | +24.8% | +22.9% |
| 1Y | +26.6% | -6.7% | +33.3% | +27.1% |
| 3Y | +14.3% | +73.7% | -59.4% | -1.6% |
| 5Y | -21.9% | +177.9% | -199.8% | -40.1% |
| 10Y | +62.6% | +533.8% | -471.1% | +0.5% |
| All | +1,135.6% | +17,684.4% | -16,548.7% | +355.8% |
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