+318.0%
CORZ vs PEGA
+32.9%
+285.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | +26.4% | -4.6% | +30.9% | +27.0% |
| 30D | -6.8% | -6.8% | 0.0% | -6.1% |
| 3M | -31.1% | +2.6% | -33.7% | -31.7% |
| 6M | -36.9% | -5.4% | -31.5% | -37.1% |
| YTD | -1.2% | -46.0% | +44.8% | +8.2% |
| 1Y | -12.5% | -45.6% | +33.1% | -4.3% |
| All | +318.0% | +32.9% | +285.1% | +330.5% |
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