+386.6%
PSX vs COR
+399.7%
-13.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +1.8% | -3.9% | +5.7% | +3.1% |
| 30D | +21.6% | -0.3% | +22.0% | +21.6% |
| 3M | +46.5% | +15.9% | +30.6% | +39.3% |
| 6M | +62.0% | -10.3% | +72.3% | +66.3% |
| YTD | +106.3% | -3.7% | +110.0% | +105.6% |
| 1Y | +103.0% | +9.1% | +93.9% | +93.0% |
| 3Y | +135.5% | +86.6% | +49.0% | +79.1% |
| 5Y | +368.5% | +180.9% | +187.6% | +199.9% |
| 10Y | +386.6% | +407.4% | -20.9% | +166.6% |
| All | +386.6% | +399.7% | -13.1% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling