+134.1%
PSX vs COR
+87.4%
+46.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | +2.8% | -1.9% | +4.7% | +2.9% |
| 30D | +27.8% | +1.5% | +26.2% | +27.6% |
| 3M | +42.0% | +18.7% | +23.3% | +40.7% |
| 6M | +58.1% | -9.0% | +67.2% | +56.8% |
| YTD | +105.0% | -3.3% | +108.3% | +103.2% |
| 1Y | +104.9% | +9.8% | +95.1% | +102.6% |
| 3Y | +134.1% | +87.4% | +46.7% | +120.1% |
| All | +134.1% | +87.4% | +46.6% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling