+322.1%
CORZ vs PEGA
+34.5%
+287.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +23.5% | +0.1% | +23.4% | +23.4% |
| 30D | +7.5% | -4.1% | +11.6% | +7.9% |
| 3M | -26.6% | -2.8% | -23.8% | -26.6% |
| 6M | -39.5% | -0.4% | -39.1% | -40.2% |
| YTD | -0.3% | -45.4% | +45.1% | +9.1% |
| 1Y | -4.2% | -42.6% | +38.4% | +3.8% |
| All | +322.1% | +34.5% | +287.6% | +334.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling