+281.7%
CORZ vs PEGA
+30.8%
+250.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.1% |
| 7D | -7.8% | -8.2% | +0.4% | -6.9% |
| 30D | -14.8% | -11.6% | -3.2% | -13.6% |
| 3M | -32.5% | -4.2% | -28.3% | -32.5% |
| 6M | -42.7% | -12.0% | -30.7% | -42.2% |
| YTD | -9.8% | -46.9% | +37.1% | -1.0% |
| 1Y | -31.9% | -47.0% | +15.0% | -25.2% |
| All | +281.7% | +30.8% | +250.9% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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