+318.0%
CORZ vs PENG
+118.9%
+199.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.1% |
| 7D | +26.4% | +34.6% | -8.2% | +10.8% |
| 30D | -6.8% | -35.9% | +29.1% | +11.4% |
| 3M | -31.1% | -14.7% | -16.4% | -28.5% |
| 6M | -36.9% | +13.5% | -50.4% | -45.2% |
| YTD | -1.2% | +156.1% | -157.4% | -41.4% |
| 1Y | -12.5% | +141.3% | -153.9% | -46.8% |
| All | +318.0% | +118.9% | +199.2% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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