+420.1%
CORZ vs PEGA
+54.8%
+365.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +8.4% | +3.3% | +5.1% | +7.9% |
| 30D | -17.8% | +17.7% | -35.6% | -19.7% |
| 3M | -35.9% | +5.8% | -41.7% | -36.5% |
| 6M | +12.9% | -20.3% | +33.2% | +17.4% |
| YTD | +22.9% | -37.1% | +60.0% | +32.5% |
| 1Y | +31.4% | -30.2% | +61.6% | +37.8% |
| All | +420.1% | +54.8% | +365.2% | +427.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling