+287.7%
PSX vs COR
+196.4%
+91.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -7.8% | +2.4% | -10.2% | -8.2% |
| 30D | -9.9% | +7.7% | -17.6% | -11.1% |
| 3M | +16.9% | +7.5% | +9.4% | +15.2% |
| 6M | +48.0% | +34.1% | +13.8% | +39.8% |
| YTD | +98.3% | +3.9% | +94.5% | +94.7% |
| 1Y | +86.2% | -3.6% | +89.8% | +85.7% |
| 3Y | +144.0% | +80.5% | +63.5% | +95.9% |
| 5Y | +287.7% | +194.9% | +92.9% | +125.1% |
| All | +287.7% | +196.4% | +91.3% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling