+323.5%
CORZ vs PEG
+39.0%
+284.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.3% |
| 7D | +14.2% | +1.5% | +12.7% | +13.1% |
| 30D | -3.0% | +5.0% | -8.0% | -7.1% |
| 3M | -26.3% | -0.3% | -25.9% | -26.4% |
| 6M | -36.5% | -2.7% | -33.9% | -36.1% |
| YTD | +0.1% | -5.1% | +5.1% | +2.1% |
| 1Y | -15.9% | -8.3% | -7.6% | -11.3% |
| All | +323.5% | +39.0% | +284.5% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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