+99.6%
PSX vs COR
+12.8%
+86.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | +4.5% | +2.8% | +1.8% | +4.2% |
| 30D | +26.6% | +4.5% | +22.1% | +26.0% |
| 3M | +39.3% | +22.7% | +16.6% | +36.5% |
| 6M | +56.8% | -9.7% | +66.5% | +53.5% |
| YTD | +101.8% | -1.4% | +103.2% | +97.5% |
| 1Y | +99.6% | +13.9% | +85.7% | +92.9% |
| All | +99.6% | +12.8% | +86.8% | +92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling