+338.3%
PSX vs COR
+505.6%
-167.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -7.8% | +2.4% | -10.2% | -8.6% |
| 30D | -9.9% | +7.7% | -17.6% | -12.2% |
| 3M | +16.9% | +7.5% | +9.4% | +13.8% |
| 6M | +48.0% | +34.1% | +13.8% | +33.2% |
| YTD | +98.3% | +3.9% | +94.5% | +92.3% |
| 1Y | +86.2% | -3.6% | +89.8% | +85.3% |
| 3Y | +144.0% | +80.5% | +63.5% | +85.6% |
| 5Y | +287.7% | +194.9% | +92.9% | +136.6% |
| 10Y | +338.3% | +486.6% | -148.3% | +114.7% |
| All | +338.3% | +505.6% | -167.3% | +114.7% |
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